+56.3%
NYT vs ZCMD
-100.0%
+156.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +0.4% |
| 7D | -0.6% | -5.4% | +4.8% | -0.6% |
| 30D | +4.6% | -24.8% | +29.3% | +4.5% |
| 3M | -9.6% | -62.8% | +53.2% | -9.2% |
| 6M | -14.0% | -99.5% | +85.5% | -11.8% |
| YTD | -2.8% | -99.8% | +96.9% | -0.1% |
| 1Y | +15.6% | -99.9% | +115.5% | +19.3% |
| 3Y | +56.3% | -100.0% | +156.3% | +66.5% |
| All | +56.3% | -100.0% | +156.3% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling