+1,002.9%
PR vs ZCMD
-100.0%
+1,102.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.9% |
| 7D | -16.4% | -4.4% | -12.0% | -16.3% |
| 30D | -1.9% | -43.0% | +41.1% | -0.1% |
| 3M | +8.0% | -54.9% | +62.8% | +10.3% |
| 6M | +4.1% | -99.8% | +103.9% | +25.3% |
| YTD | +58.7% | -99.9% | +158.6% | +95.1% |
| 1Y | +75.8% | -99.9% | +175.7% | +122.1% |
| 3Y | +73.2% | -100.0% | +173.2% | +167.9% |
| 5Y | +230.1% | -100.0% | +330.1% | +443.4% |
| All | +1,002.9% | -100.0% | +1,102.9% | +5,266.5% |
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