+542.1%
NUE vs ZCMD
-100.0%
+642.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -2.7% | -2.0% | -0.6% | -2.7% |
| 30D | -6.1% | -19.8% | +13.8% | -6.0% |
| 3M | +2.2% | -62.1% | +64.3% | +1.6% |
| 6M | +50.8% | -99.5% | +150.3% | +53.8% |
| YTD | +57.5% | -99.7% | +157.3% | +61.6% |
| 1Y | +82.5% | -99.9% | +182.4% | +88.5% |
| 3Y | +61.7% | -100.0% | +161.7% | +72.9% |
| 5Y | +145.1% | -100.0% | +245.1% | +162.5% |
| All | +542.1% | -100.0% | +642.1% | +661.7% |
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 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