+155.9%
NUE vs ZCMD
-100.0%
+255.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.6% | +1.6% |
| 7D | -0.6% | -5.4% | +4.8% | -0.6% |
| 30D | -4.6% | -24.8% | +20.2% | -4.5% |
| 3M | -0.3% | -62.8% | +62.5% | -0.7% |
| 6M | +51.9% | -99.5% | +151.4% | +52.6% |
| YTD | +60.0% | -99.8% | +159.7% | +60.9% |
| 1Y | +82.9% | -99.9% | +182.8% | +84.4% |
| 3Y | +66.0% | -100.0% | +166.0% | +70.1% |
| All | +155.9% | -100.0% | +255.9% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling