+79.4%
NSC vs ZCMD
-100.0%
+179.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.5% |
| 7D | -5.5% | -8.0% | +2.5% | -5.5% |
| 30D | -3.2% | -27.9% | +24.7% | -3.2% |
| 3M | +7.7% | -74.6% | +82.3% | +7.3% |
| 6M | +4.5% | -99.5% | +104.0% | +7.8% |
| YTD | +15.6% | -99.7% | +115.3% | +19.5% |
| 1Y | +19.8% | -99.9% | +119.7% | +24.3% |
| All | +79.4% | -100.0% | +179.4% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling