+218.9%
RY vs ZCMD
-100.0%
+318.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | -4.3% | -54.9% | +50.6% | -3.7% |
| 6M | +12.1% | -99.8% | +111.9% | +17.0% |
| YTD | +20.3% | -99.9% | +120.1% | +26.0% |
| 1Y | +41.0% | -99.9% | +140.9% | +48.5% |
| 3Y | +157.5% | -100.0% | +257.5% | +179.0% |
| 5Y | +123.2% | -100.0% | +223.2% | +143.7% |
| All | +218.9% | -100.0% | +318.9% | +271.0% |
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