-18.6%
NRG vs ZCMD
-99.9%
+81.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.8% | +10.2% | +6.5% |
| 7D | +7.1% | -8.0% | +15.1% | +7.3% |
| 30D | -1.4% | -27.9% | +26.5% | -0.8% |
| 3M | -10.5% | -74.6% | +64.1% | -11.8% |
| 6M | -26.7% | -99.5% | +72.7% | -26.5% |
| YTD | -24.5% | -99.7% | +75.2% | -26.3% |
| 1Y | -18.6% | -99.9% | +81.3% | -20.8% |
| All | -18.6% | -99.9% | +81.3% | -20.8% |
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 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