+32.0%
Q vs ZCMD
-99.8%
+131.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.7% |
| 7D | +6.6% | -4.1% | +10.7% | +6.7% |
| 30D | -6.6% | -22.7% | +16.2% | -6.2% |
| 3M | -13.2% | -62.5% | +49.3% | -14.2% |
| 6M | +9.9% | -99.5% | +109.4% | +19.8% |
| YTD | +53.9% | -99.7% | +153.7% | +72.5% |
| All | +32.0% | -99.8% | +131.8% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling