+231.8%
RY vs ZCMD
-100.0%
+331.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +28.5% | -99.5% | +128.0% | +32.8% |
| YTD | +25.1% | -99.7% | +124.9% | +30.5% |
| 1Y | +46.3% | -99.9% | +146.2% | +54.1% |
| 3Y | +154.9% | -100.0% | +254.9% | +175.8% |
| 5Y | +140.3% | -100.0% | +240.3% | +160.5% |
| All | +231.8% | -100.0% | +331.8% | +284.4% |
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