+51.2%
NTAP vs ZCMD
-99.9%
+151.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.0% | -2.0% | +1.1% | -1.0% |
| 30D | -7.5% | -19.8% | +12.3% | -7.6% |
| 3M | +14.6% | -62.1% | +76.7% | +12.2% |
| 6M | +91.0% | -99.5% | +190.5% | +58.9% |
| YTD | +73.7% | -99.7% | +173.4% | +45.7% |
| 1Y | +51.2% | -99.9% | +151.1% | +31.3% |
| All | +51.2% | -99.9% | +151.1% | +31.3% |
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