+7.0%
S vs ZCMD
-99.9%
+106.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.3% |
| 7D | -0.7% | -5.4% | +4.8% | -0.6% |
| 30D | -11.4% | -24.8% | +13.4% | -11.3% |
| 3M | +33.8% | -62.8% | +96.6% | +32.6% |
| 6M | +39.5% | -99.5% | +139.0% | +48.5% |
| YTD | +31.7% | -99.8% | +131.4% | +43.1% |
| 1Y | +7.0% | -99.9% | +106.9% | +18.4% |
| All | +7.0% | -99.9% | +106.9% | +18.4% |
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 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