+114.2%
NOW vs ZCMD
-100.0%
+214.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.8% | -3.0% |
| 7D | -2.4% | -8.0% | +5.6% | -2.5% |
| 30D | +20.5% | -27.9% | +48.4% | +20.1% |
| 3M | +18.3% | -74.6% | +92.9% | +19.3% |
| 6M | +24.1% | -99.5% | +123.5% | +25.8% |
| YTD | -7.8% | -99.7% | +92.0% | -5.0% |
| 1Y | -21.4% | -99.9% | +78.5% | -18.0% |
| 3Y | +19.5% | -100.0% | +119.5% | +31.0% |
| 5Y | +4.1% | -100.0% | +104.1% | +14.8% |
| All | +114.2% | -100.0% | +214.2% | +173.8% |
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