-21.8%
PATH vs ZCMD
-100.0%
+78.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.1% |
| 7D | -2.7% | +9.1% | -11.7% | -2.5% |
| 30D | -3.7% | -37.1% | +33.4% | -4.8% |
| 3M | -13.8% | -53.7% | +39.9% | -15.2% |
| 6M | +20.3% | -99.7% | +120.0% | +16.0% |
| YTD | -20.8% | -99.9% | +79.0% | -24.0% |
| 1Y | -9.2% | -99.9% | +90.7% | -13.3% |
| 3Y | -21.8% | -100.0% | +78.2% | -37.7% |
| All | -21.8% | -100.0% | +78.2% | -37.7% |
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