-27.7%
PODD vs ZCMD
-100.0%
+72.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.5% |
| 7D | -4.1% | -1.4% | -2.7% | -4.1% |
| 30D | +0.8% | -21.6% | +22.4% | +0.7% |
| 3M | -6.1% | -67.4% | +61.3% | -5.7% |
| 6M | -40.0% | -99.4% | +59.5% | -37.0% |
| YTD | -49.9% | -99.7% | +49.8% | -46.7% |
| 1Y | -59.3% | -99.9% | +40.6% | -56.2% |
| 3Y | -17.2% | -100.0% | +82.7% | -6.9% |
| 5Y | -53.0% | -100.0% | +47.0% | -46.8% |
| All | -27.7% | -100.0% | +72.3% | -18.6% |
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