+162.0%
RY vs ZCMD
-100.0%
+261.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.7% |
| 7D | +3.1% | -8.0% | +11.1% | +3.2% |
| 30D | -0.3% | -27.9% | +27.6% | -0.1% |
| 3M | +8.7% | -74.6% | +83.2% | +8.4% |
| 6M | +28.5% | -99.5% | +128.0% | +31.5% |
| YTD | +25.1% | -99.7% | +124.9% | +28.8% |
| 1Y | +46.3% | -99.9% | +146.2% | +51.5% |
| All | +162.0% | -100.0% | +261.9% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling