-25.1%
RCL vs ZCMD
-99.9%
+74.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | -0.2% |
| 7D | -5.1% | -8.0% | +2.9% | -5.1% |
| 30D | -19.0% | -27.9% | +8.9% | -19.1% |
| 3M | -9.6% | -74.6% | +65.0% | -8.3% |
| 6M | -6.7% | -99.5% | +92.8% | -0.9% |
| YTD | -3.9% | -99.7% | +95.8% | +6.4% |
| 1Y | -25.1% | -99.9% | +74.8% | -16.6% |
| All | -25.1% | -99.9% | +74.8% | -16.6% |
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