+27.5%
QSR vs ZCMD
-100.0%
+127.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.6% |
| 7D | -4.0% | -5.4% | +1.4% | -4.0% |
| 30D | +2.8% | -24.8% | +27.5% | +2.8% |
| 3M | +5.1% | -62.8% | +67.9% | +5.4% |
| 6M | +8.8% | -99.5% | +108.3% | +12.1% |
| YTD | +14.8% | -99.8% | +114.6% | +19.0% |
| 1Y | +25.7% | -99.9% | +125.6% | +31.4% |
| 3Y | +27.5% | -100.0% | +127.5% | +30.6% |
| All | +27.5% | -100.0% | +127.5% | +30.6% |
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