-29.8%
NOW vs ZCMD
-99.9%
+70.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.2% |
| 7D | -4.1% | -4.1% | 0.0% | -4.2% |
| 30D | +2.9% | -22.7% | +25.6% | +2.2% |
| 3M | +22.6% | -62.5% | +85.1% | +24.2% |
| 6M | +7.5% | -99.5% | +107.0% | -4.2% |
| YTD | -14.4% | -99.7% | +85.3% | -21.7% |
| 1Y | -29.8% | -99.9% | +70.1% | -34.1% |
| All | -29.8% | -99.9% | +70.1% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling