+17.5%
P vs ZCMD
-99.9%
+117.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -2.0% | -4.9% |
| 7D | -19.4% | -13.3% | -6.0% | -19.1% |
| 30D | -22.3% | -49.6% | +27.3% | -21.4% |
| 3M | +33.2% | -54.6% | +87.8% | +34.7% |
| 6M | +53.6% | -99.8% | +153.4% | +70.1% |
| YTD | +66.8% | -99.9% | +166.7% | +82.7% |
| 1Y | +17.5% | -99.9% | +117.4% | +15.8% |
| All | +17.5% | -99.9% | +117.4% | +15.8% |
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 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