+92.7%
NSC vs ZCMD
-100.0%
+192.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.7% |
| 7D | -3.4% | -3.0% | -0.4% | -3.4% |
| 30D | +3.6% | -39.5% | +43.1% | +3.9% |
| 3M | -1.4% | -57.8% | +56.4% | -1.0% |
| 6M | +6.0% | -99.7% | +105.6% | +11.0% |
| YTD | +15.5% | -99.9% | +115.4% | +22.0% |
| 1Y | +16.2% | -99.9% | +116.1% | +23.3% |
| 3Y | +76.9% | -100.0% | +176.9% | +94.4% |
| 5Y | +29.3% | -100.0% | +129.3% | +43.9% |
| All | +92.7% | -100.0% | +192.7% | +148.0% |
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