+199.8%
RCAT vs ZCMD
-100.0%
+299.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.9% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | -5.6% | -21.6% | +16.0% | -5.8% |
| 3M | -30.2% | -67.4% | +37.1% | -29.4% |
| 6M | -43.4% | -99.4% | +56.0% | -43.9% |
| YTD | +9.6% | -99.7% | +109.4% | +11.3% |
| 1Y | -2.0% | -99.9% | +97.9% | +1.8% |
| 3Y | +825.0% | -100.0% | +925.0% | +1,133.3% |
| 5Y | +199.8% | -100.0% | +299.8% | +259.9% |
| All | +199.8% | -100.0% | +299.8% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling