+16.1%
NXPI vs ZCMD
-100.0%
+116.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.3% | -0.3% |
| 7D | -2.3% | -4.1% | +1.9% | -2.2% |
| 30D | -4.3% | -22.7% | +18.4% | -4.0% |
| 3M | -24.7% | -62.5% | +37.8% | -25.7% |
| 6M | +9.7% | -99.5% | +109.2% | +10.7% |
| YTD | +3.8% | -99.7% | +103.5% | +4.7% |
| 1Y | +1.6% | -99.9% | +101.5% | +2.3% |
| 3Y | +16.0% | -100.0% | +116.0% | +15.7% |
| 5Y | +16.1% | -100.0% | +116.1% | +14.4% |
| All | +16.1% | -100.0% | +116.1% | +14.4% |
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 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