-53.2%
S vs ZCMD
-100.0%
+46.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.4% |
| 7D | -7.7% | -8.0% | +0.3% | -7.7% |
| 30D | -5.3% | -27.9% | +22.5% | -5.2% |
| 3M | +20.3% | -74.6% | +94.8% | +20.0% |
| 6M | +47.4% | -99.5% | +146.8% | +51.3% |
| YTD | +32.5% | -99.7% | +132.3% | +37.0% |
| 1Y | +9.5% | -99.9% | +109.4% | +13.6% |
| 3Y | +15.5% | -100.0% | +115.5% | +24.5% |
| 5Y | -71.2% | -100.0% | +28.8% | -67.0% |
| All | -53.2% | -100.0% | +46.8% | -44.6% |
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