+15.0%
NYT vs ZCMD
-99.9%
+114.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | -1.3% | -8.0% | +6.7% | -1.3% |
| 30D | +2.7% | -27.9% | +30.6% | +2.6% |
| 3M | -10.3% | -74.6% | +64.3% | -9.2% |
| 6M | -16.6% | -99.5% | +82.9% | -12.7% |
| YTD | -2.3% | -99.7% | +97.5% | +3.4% |
| 1Y | +15.0% | -99.9% | +114.9% | +22.6% |
| All | +15.0% | -99.9% | +114.9% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling