-23.8%
QS vs ZCMD
-100.0%
+76.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +9.0% | +2.1% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -17.2% | -24.8% | +7.5% | -16.8% |
| 3M | -27.0% | -62.8% | +35.8% | -27.6% |
| 6M | -24.6% | -99.5% | +75.0% | -17.6% |
| YTD | -49.3% | -99.8% | +50.4% | -43.4% |
| 1Y | -40.3% | -99.9% | +59.6% | -31.5% |
| 3Y | -23.8% | -100.0% | +76.2% | -12.6% |
| All | -23.8% | -100.0% | +76.2% | -12.6% |
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