-18.8%
OPEN vs ZCMD
-100.0%
+81.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | -11.9% | -21.6% | +9.7% | -11.8% |
| 3M | -28.8% | -67.4% | +38.6% | -28.7% |
| 6M | -38.6% | -99.4% | +60.8% | -38.1% |
| YTD | -47.3% | -99.7% | +52.4% | -46.8% |
| 1Y | -49.2% | -99.9% | +50.7% | -48.9% |
| 3Y | -18.8% | -100.0% | +81.2% | -26.5% |
| All | -18.8% | -100.0% | +81.2% | -26.5% |
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