+520.0%
RCAT vs ZCMD
-100.0%
+620.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -2.0% |
| 7D | -1.4% | -8.0% | +6.6% | -1.4% |
| 30D | -3.3% | -27.9% | +24.5% | -3.2% |
| 3M | -43.2% | -74.6% | +31.4% | -42.8% |
| 6M | -43.2% | -99.5% | +56.3% | -39.6% |
| YTD | +5.5% | -99.7% | +105.3% | +17.1% |
| 1Y | -1.6% | -99.9% | +98.2% | +13.6% |
| 3Y | +773.7% | -100.0% | +873.7% | +1,164.5% |
| 5Y | +187.6% | -100.0% | +287.6% | +314.8% |
| All | +520.0% | -100.0% | +620.0% | +1,149.1% |
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