+90.6%
NYT vs ZCMD
-100.0%
+190.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.5% | +0.5% |
| 7D | -0.6% | -5.4% | +4.8% | -0.6% |
| 30D | +4.6% | -24.8% | +29.4% | +4.7% |
| 3M | -9.6% | -62.8% | +53.2% | -9.8% |
| 6M | -14.0% | -99.5% | +85.5% | -9.1% |
| YTD | -2.8% | -99.8% | +96.9% | +3.8% |
| 1Y | +15.6% | -99.9% | +115.5% | +25.5% |
| 3Y | +56.3% | -100.0% | +156.3% | +78.6% |
| 5Y | +39.5% | -100.0% | +139.5% | +60.0% |
| All | +90.6% | -100.0% | +190.6% | +159.0% |
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