+144.0%
QCOM vs ZCMD
-100.0%
+244.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.2% |
| 7D | +3.3% | -8.0% | +11.3% | +3.5% |
| 30D | +7.7% | -27.9% | +35.6% | +8.2% |
| 3M | -30.1% | -74.6% | +44.5% | -30.8% |
| 6M | +22.8% | -99.5% | +122.3% | +24.3% |
| YTD | +0.2% | -99.7% | +99.9% | +2.8% |
| 1Y | +7.9% | -99.9% | +107.7% | +11.7% |
| 3Y | +55.8% | -100.0% | +155.8% | +68.9% |
| 5Y | +30.1% | -100.0% | +130.1% | +42.3% |
| All | +144.0% | -100.0% | +244.0% | +225.7% |
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