+211.9%
RCAT vs ZCMD
-100.0%
+311.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.8% | -2.6% | -6.4% |
| 7D | -5.6% | -3.0% | -2.6% | -5.6% |
| 30D | -27.0% | -39.5% | +12.5% | -26.8% |
| 3M | -57.9% | -57.8% | -0.1% | -57.7% |
| 6M | -59.4% | -99.7% | +40.3% | -56.6% |
| YTD | -46.9% | -99.9% | +52.9% | -40.9% |
| 1Y | -54.0% | -99.9% | +45.9% | -47.9% |
| 3Y | +378.4% | -100.0% | +478.4% | +574.2% |
| 5Y | +61.9% | -100.0% | +161.9% | +138.4% |
| All | +211.9% | -100.0% | +311.9% | +530.2% |
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