+206.4%
NOK vs ZCMD
-100.0%
+306.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.0% |
| 7D | +9.3% | -4.1% | +13.5% | +9.4% |
| 30D | +17.9% | -22.7% | +40.6% | +18.1% |
| 3M | -22.3% | -62.5% | +40.2% | -22.7% |
| 6M | +36.4% | -99.5% | +135.8% | +41.7% |
| YTD | +66.3% | -99.7% | +166.0% | +74.4% |
| 1Y | +134.4% | -99.9% | +234.3% | +149.8% |
| 3Y | +186.6% | -100.0% | +286.6% | +219.3% |
| 5Y | +102.7% | -100.0% | +202.7% | +125.4% |
| All | +206.4% | -100.0% | +306.4% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling