+191.5%
RCAT vs ZCMD
-100.0%
+291.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.6% | -3.7% | -8.2% |
| 7D | +15.6% | -2.9% | +18.5% | +15.6% |
| 30D | -24.1% | -28.5% | +4.4% | -24.0% |
| 3M | -61.9% | -56.5% | -5.3% | -61.7% |
| 6M | -64.3% | -99.7% | +35.3% | -62.1% |
| YTD | -50.4% | -99.9% | +49.5% | -44.8% |
| 1Y | -54.0% | -99.9% | +45.9% | -47.8% |
| 3Y | +347.2% | -100.0% | +447.2% | +530.4% |
| 5Y | +45.7% | -100.0% | +145.7% | +114.3% |
| All | +191.5% | -100.0% | +291.5% | +489.2% |
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