+207.5%
RCL vs ZCMD
-100.0%
+307.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.1% |
| 7D | -5.1% | -8.0% | +2.9% | -5.0% |
| 30D | -19.0% | -27.9% | +8.9% | -18.6% |
| 3M | -9.6% | -74.6% | +65.0% | -9.7% |
| 6M | -6.7% | -99.5% | +92.8% | +3.8% |
| YTD | -3.9% | -99.7% | +95.8% | +10.7% |
| 1Y | -25.1% | -99.9% | +74.8% | -11.0% |
| 3Y | +179.1% | -100.0% | +279.1% | +284.0% |
| 5Y | +243.3% | -100.0% | +343.3% | +376.2% |
| All | +207.5% | -100.0% | +307.5% | +545.9% |
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 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