+8.2%
PAYX vs ZCMD
-99.9%
+108.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +9.3% | -12.9% | +22.2% | +9.1% |
| 30D | +19.5% | -45.3% | +64.8% | +18.7% |
| 3M | +2.1% | -59.4% | +61.5% | +1.2% |
| 6M | +33.1% | -99.8% | +132.8% | +30.9% |
| YTD | +11.3% | -99.9% | +111.1% | +10.7% |
| 1Y | +8.2% | -99.9% | +108.1% | +10.7% |
| All | +8.2% | -99.9% | +108.1% | +10.7% |
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 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