+2.0%
RDW vs ZCMD
-100.0%
+102.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -2.2% |
| 7D | +0.9% | -5.4% | +6.3% | +0.9% |
| 30D | -21.3% | -24.8% | +3.5% | -21.1% |
| 3M | -37.9% | -62.8% | +24.9% | -38.5% |
| 6M | +12.3% | -99.5% | +111.8% | +14.5% |
| YTD | +39.7% | -99.8% | +139.5% | +44.0% |
| 1Y | +25.7% | -99.9% | +125.6% | +29.3% |
| 3Y | +230.8% | -100.0% | +330.8% | +256.5% |
| 5Y | -8.8% | -100.0% | +91.2% | -0.8% |
| All | +2.0% | -100.0% | +102.0% | +11.1% |
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