+88.8%
SAP vs ZCMD
-100.0%
+188.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | -2.9% | -8.0% | +5.1% | -2.9% |
| 30D | +9.0% | -27.9% | +36.9% | +8.9% |
| 3M | +14.9% | -74.6% | +89.5% | +15.6% |
| 6M | +11.9% | -99.5% | +111.3% | +16.8% |
| YTD | -9.9% | -99.7% | +89.8% | -4.6% |
| 1Y | -19.5% | -99.9% | +80.3% | -13.5% |
| 3Y | +61.8% | -100.0% | +161.8% | +82.9% |
| 5Y | +56.2% | -100.0% | +156.2% | +77.0% |
| All | +88.8% | -100.0% | +188.8% | +140.7% |
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