-57.8%
RCAT vs ZCMD
-99.9%
+42.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.0% | -7.3% | -10.4% |
| 7D | -18.5% | -13.3% | -5.2% | -19.0% |
| 30D | -37.0% | -49.6% | +12.7% | -38.4% |
| 3M | -54.9% | -54.6% | -0.2% | -55.9% |
| 6M | -63.6% | -99.8% | +36.1% | -72.4% |
| YTD | -49.6% | -99.9% | +50.3% | -61.4% |
| 1Y | -57.8% | -99.9% | +42.1% | -67.3% |
| All | -57.8% | -99.9% | +42.1% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling