-96.2%
QID vs ZCMD
-100.0%
+3.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.1% | +5.3% | -1.9% |
| 7D | +1.3% | -5.4% | +6.7% | +1.2% |
| 30D | +2.9% | -24.8% | +27.7% | +2.5% |
| 3M | -0.7% | -62.8% | +62.1% | +0.8% |
| 6M | -29.7% | -99.5% | +69.9% | -33.0% |
| YTD | -27.9% | -99.8% | +71.9% | -32.2% |
| 1Y | -34.6% | -99.9% | +65.3% | -39.6% |
| 3Y | -73.5% | -100.0% | +26.5% | -77.8% |
| 5Y | -81.0% | -100.0% | +19.0% | -84.2% |
| All | -96.2% | -100.0% | +3.8% | -97.4% |
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