-21.6%
SAP vs ZCMD
-99.9%
+78.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.0% |
| 7D | -0.3% | -4.1% | +3.9% | -0.3% |
| 30D | +0.3% | -22.7% | +23.0% | -0.2% |
| 3M | +16.9% | -62.5% | +79.4% | +18.5% |
| 6M | +6.3% | -99.5% | +105.8% | +4.5% |
| YTD | -12.4% | -99.7% | +87.3% | -12.7% |
| 1Y | -21.6% | -99.9% | +78.3% | -18.3% |
| All | -21.6% | -99.9% | +78.3% | -18.3% |
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