+24.3%
P vs ZCMD
-99.9%
+124.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +3.5% |
| 7D | +17.8% | -2.9% | +20.8% | +17.9% |
| 30D | -29.9% | -28.5% | -1.4% | -29.4% |
| 3M | -1.2% | -56.5% | +55.4% | +0.1% |
| 6M | +32.1% | -99.7% | +131.8% | +46.0% |
| YTD | +64.3% | -99.9% | +164.2% | +83.7% |
| 1Y | +24.3% | -99.9% | +124.2% | +32.6% |
| All | +24.3% | -99.9% | +124.2% | +32.6% |
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