-81.1%
PATH vs ZCMD
-100.0%
+18.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.6% | -12.9% | +7.3% | -5.8% |
| 30D | -0.7% | -45.3% | +44.6% | -1.8% |
| 3M | -5.9% | -59.4% | +53.5% | -7.3% |
| 6M | +21.6% | -99.8% | +121.4% | +21.8% |
| YTD | -20.6% | -99.9% | +79.2% | -20.3% |
| 1Y | -10.6% | -99.9% | +89.3% | -10.0% |
| 3Y | -24.9% | -100.0% | +75.1% | -22.4% |
| 5Y | -76.8% | -100.0% | +23.2% | -74.3% |
| All | -81.1% | -100.0% | +18.9% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling