+55.3%
ON vs ZCMD
-99.9%
+155.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.1% | +15.6% | +8.7% |
| 7D | +2.4% | -5.4% | +7.8% | +2.5% |
| 30D | -8.6% | -24.8% | +16.2% | -8.0% |
| 3M | -34.3% | -62.8% | +28.5% | -35.5% |
| 6M | +28.5% | -99.5% | +128.1% | +38.7% |
| YTD | +40.6% | -99.8% | +140.4% | +54.3% |
| 1Y | +55.3% | -99.9% | +155.2% | +80.2% |
| All | +55.3% | -99.9% | +155.2% | +80.2% |
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