-94.7%
OPEN vs ZCMD
-100.0%
+5.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -67.1% |
| 6M | -74.0% | -99.7% | +25.7% | -73.2% |
| YTD | -79.6% | -99.9% | +20.3% | -78.7% |
| 1Y | -86.1% | -99.9% | +13.8% | -85.5% |
| 3Y | -41.4% | -100.0% | +58.6% | -35.9% |
| All | -94.7% | -100.0% | +5.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling