+180.5%
PL vs ZCMD
-99.9%
+280.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.2% |
| 7D | -9.3% | -8.0% | -1.3% | -9.2% |
| 30D | -18.9% | -27.9% | +9.0% | -18.6% |
| 3M | -58.4% | -74.6% | +16.2% | -57.3% |
| 6M | -30.3% | -99.5% | +69.1% | -24.3% |
| YTD | -8.1% | -99.7% | +91.6% | +4.0% |
| 1Y | +180.5% | -99.9% | +280.4% | +255.1% |
| All | +180.5% | -99.9% | +280.4% | +255.1% |
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 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