-41.4%
OPEN vs ZCMD
-100.0%
+58.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.6% |
| 7D | -15.0% | -7.7% | -7.3% | -14.9% |
| 30D | -40.2% | -34.8% | -5.4% | -39.9% |
| 3M | -67.4% | -56.3% | -11.1% | -67.2% |
| 6M | -74.0% | -99.7% | +25.7% | -73.7% |
| YTD | -79.6% | -99.9% | +20.3% | -79.3% |
| 1Y | -86.1% | -99.9% | +13.8% | -85.9% |
| 3Y | -41.4% | -100.0% | +58.6% | -40.8% |
| All | -41.4% | -100.0% | +58.6% | -40.8% |
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