+45.2%
NU vs ZCMD
-100.0%
+145.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.2% |
| 7D | -2.6% | -4.1% | +1.5% | -2.6% |
| 30D | +8.2% | -22.7% | +30.9% | +8.4% |
| 3M | +26.3% | -62.5% | +88.8% | +25.5% |
| 6M | +2.2% | -99.5% | +101.7% | +3.3% |
| YTD | -10.4% | -99.7% | +89.3% | -9.6% |
| 1Y | -3.0% | -99.9% | +96.9% | -2.5% |
| 3Y | +120.3% | -100.0% | +220.3% | +130.0% |
| All | +45.2% | -100.0% | +145.2% | +48.4% |
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