-55.7%
RUN vs ZCMD
-100.0%
+44.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | +10.2% | -1.4% | +11.6% | +10.2% |
| 30D | -9.6% | -21.6% | +12.0% | -9.4% |
| 3M | -31.5% | -67.4% | +35.9% | -31.7% |
| 6M | -18.7% | -99.4% | +80.7% | -14.3% |
| YTD | -49.9% | -99.7% | +49.9% | -46.0% |
| 1Y | -45.5% | -99.9% | +54.4% | -40.0% |
| 3Y | -34.1% | -100.0% | +65.9% | -21.8% |
| 5Y | -79.4% | -100.0% | +20.6% | -75.6% |
| All | -55.7% | -100.0% | +44.3% | -33.2% |
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