+87.0%
PR vs ZCMD
-99.9%
+186.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -6.5% |
| 7D | -12.1% | -13.3% | +1.2% | -12.0% |
| 30D | +0.9% | -49.6% | +50.5% | +1.3% |
| 3M | +10.1% | -54.6% | +64.8% | +10.6% |
| 6M | +1.1% | -99.8% | +100.9% | +7.2% |
| YTD | +63.7% | -99.9% | +163.5% | +76.0% |
| 1Y | +87.0% | -99.9% | +186.9% | +108.8% |
| All | +87.0% | -99.9% | +186.9% | +108.8% |
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