+1,076.8%
PR vs ZCMD
-100.0%
+1,176.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.5% |
| 7D | +2.9% | -8.0% | +10.9% | +3.2% |
| 30D | +18.0% | -27.9% | +45.9% | +19.2% |
| 3M | +16.9% | -74.6% | +91.4% | +15.7% |
| 6M | +28.2% | -99.5% | +127.7% | +48.3% |
| YTD | +69.3% | -99.7% | +169.1% | +105.1% |
| 1Y | +69.5% | -99.9% | +169.4% | +114.9% |
| 3Y | +81.7% | -100.0% | +181.7% | +183.1% |
| 5Y | +422.2% | -100.0% | +522.2% | +719.9% |
| All | +1,076.8% | -100.0% | +1,176.8% | +5,540.1% |
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 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