+176.6%
P vs ZCMD
-100.0%
+276.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +3.5% |
| 7D | -23.8% | -4.4% | -19.4% | -23.8% |
| 30D | -36.6% | -43.0% | +6.4% | -36.3% |
| 3M | +10.9% | -54.9% | +65.7% | +11.5% |
| 6M | +30.0% | -99.8% | +129.8% | +29.2% |
| YTD | +44.4% | -99.9% | +144.2% | +42.6% |
| 1Y | +3.9% | -99.9% | +103.8% | +2.2% |
| 3Y | +176.6% | -100.0% | +276.6% | +136.1% |
| All | +176.6% | -100.0% | +276.6% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling