+54.0%
QSR vs ZCMD
-100.0%
+154.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.6% |
| 7D | -2.4% | -4.1% | +1.8% | -2.3% |
| 30D | +5.7% | -22.7% | +28.4% | +5.8% |
| 3M | +6.9% | -62.5% | +69.4% | +6.8% |
| 6M | +6.9% | -99.5% | +106.3% | +11.9% |
| YTD | +14.9% | -99.7% | +114.6% | +21.7% |
| 1Y | +29.1% | -99.9% | +129.0% | +38.8% |
| 3Y | +26.1% | -100.0% | +126.1% | +40.8% |
| 5Y | +42.3% | -100.0% | +142.3% | +59.1% |
| All | +54.0% | -100.0% | +154.0% | +74.0% |
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