-53.9%
RUN vs ZCMD
-99.9%
+46.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.3% |
| 7D | +18.5% | -13.3% | +31.8% | +18.4% |
| 30D | +15.5% | -49.6% | +65.1% | +15.5% |
| 3M | -20.3% | -54.6% | +34.3% | -20.3% |
| 6M | -30.8% | -99.8% | +69.0% | -32.1% |
| YTD | -52.2% | -99.9% | +47.6% | -51.9% |
| 1Y | -53.9% | -99.9% | +46.0% | -46.5% |
| All | -53.9% | -99.9% | +46.0% | -46.5% |
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