-27.3%
NRG vs ZCMD
-99.9%
+72.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.7% | +1.8% |
| 7D | -4.7% | -5.4% | +0.7% | -4.6% |
| 30D | -6.0% | -24.8% | +18.8% | -5.5% |
| 3M | -8.0% | -62.8% | +54.8% | -9.7% |
| 6M | -23.2% | -99.5% | +76.4% | -22.9% |
| YTD | -28.1% | -99.8% | +71.7% | -29.4% |
| 1Y | -27.3% | -99.9% | +72.6% | -29.5% |
| All | -27.3% | -99.9% | +72.6% | -29.5% |
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 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