+106.6%
NXPI vs ZCMD
-100.0%
+206.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -6.6% | -21.6% | +15.0% | -6.2% |
| 3M | -25.4% | -67.4% | +42.0% | -26.6% |
| 6M | +11.9% | -99.4% | +111.4% | +18.5% |
| YTD | +4.0% | -99.7% | +103.8% | +12.1% |
| 1Y | +1.0% | -99.9% | +100.9% | +10.6% |
| 3Y | +16.3% | -100.0% | +116.3% | +37.4% |
| 5Y | +17.7% | -100.0% | +117.7% | +38.7% |
| All | +106.6% | -100.0% | +206.6% | +219.4% |
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