+38.6%
RY vs ZCMD
-99.9%
+138.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +4.7% | -28.5% | +33.2% | +4.9% |
| 3M | -4.5% | -56.5% | +52.1% | -4.1% |
| 6M | +12.5% | -99.7% | +112.2% | +16.3% |
| YTD | +21.1% | -99.9% | +121.0% | +26.3% |
| 1Y | +38.6% | -99.9% | +138.6% | +48.8% |
| All | +38.6% | -99.9% | +138.6% | +48.8% |
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