+68.3%
PR vs ZCMD
-99.9%
+168.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.6% | -1.1% |
| 7D | -12.4% | +9.1% | -21.4% | -12.4% |
| 30D | -6.6% | -37.1% | +30.6% | -6.3% |
| 3M | +7.5% | -53.7% | +61.2% | +8.0% |
| 6M | +10.8% | -99.7% | +110.4% | +15.9% |
| YTD | +57.0% | -99.9% | +156.9% | +67.9% |
| All | +68.3% | -99.9% | +168.2% | +83.0% |
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