+25.1%
RF vs ZCMD
-99.9%
+125.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.5% |
| 7D | +2.3% | -13.3% | +15.6% | +2.2% |
| 30D | +7.2% | -49.6% | +56.9% | +7.1% |
| 3M | -8.2% | -54.6% | +46.4% | -8.3% |
| 6M | +7.0% | -99.8% | +106.8% | +9.7% |
| YTD | +10.3% | -99.9% | +110.1% | +12.9% |
| 1Y | +25.1% | -99.9% | +125.0% | +32.7% |
| All | +25.1% | -99.9% | +125.0% | +32.7% |
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