+11.2%
P vs ZCMD
-99.9%
+111.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.2% |
| 7D | -9.6% | +9.1% | -18.7% | -9.8% |
| 30D | -33.4% | -37.1% | +3.7% | -32.9% |
| 3M | +14.2% | -53.7% | +67.9% | +15.5% |
| 6M | +31.6% | -99.7% | +131.2% | +44.5% |
| YTD | +53.5% | -99.9% | +153.3% | +69.1% |
| All | +11.2% | -99.9% | +111.1% | +15.9% |
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