+49.4%
S vs ZCMD
-100.0%
+149.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +1.4% |
| 30D | -10.8% | -39.5% | +28.7% | -10.7% |
| 3M | +5.4% | -57.8% | +63.2% | +5.6% |
| 6M | +41.2% | -99.7% | +140.9% | +43.1% |
| YTD | +56.2% | -99.9% | +156.1% | +58.3% |
| 1Y | +36.3% | -99.9% | +136.2% | +38.0% |
| 3Y | +49.4% | -100.0% | +149.4% | +50.9% |
| All | +49.4% | -100.0% | +149.4% | +50.9% |
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