+157.5%
RY vs ZCMD
-100.0%
+257.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | -0.9% | -4.4% | +3.5% | -0.9% |
| 30D | +5.9% | -43.0% | +48.8% | +6.2% |
| 3M | -4.3% | -54.9% | +50.6% | -3.9% |
| 6M | +12.1% | -99.8% | +111.9% | +15.6% |
| YTD | +20.3% | -99.9% | +120.1% | +24.3% |
| 1Y | +41.0% | -99.9% | +140.9% | +46.2% |
| 3Y | +157.5% | -100.0% | +257.5% | +175.7% |
| All | +157.5% | -100.0% | +257.5% | +175.7% |
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 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