+87.3%
OXY vs ZCMD
-100.0%
+187.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.0% |
| 7D | +0.6% | -4.1% | +4.8% | +0.8% |
| 30D | +4.5% | -22.7% | +27.2% | +5.1% |
| 3M | +8.9% | -62.5% | +71.4% | +6.4% |
| 6M | +12.5% | -99.5% | +111.9% | +26.3% |
| YTD | +50.5% | -99.7% | +150.2% | +75.0% |
| 1Y | +38.6% | -99.9% | +138.5% | +68.3% |
| 3Y | -1.2% | -100.0% | +98.7% | +38.6% |
| 5Y | +161.6% | -100.0% | +261.6% | +264.3% |
| All | +87.3% | -100.0% | +187.3% | +401.5% |
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 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