+43.7%
SBUX vs ZCMD
-100.0%
+143.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -3.9% | -1.4% | -2.5% | -3.9% |
| 30D | -2.8% | -21.6% | +18.7% | -2.8% |
| 3M | +8.2% | -67.4% | +75.6% | +8.4% |
| 6M | +4.3% | -99.4% | +103.7% | +6.5% |
| YTD | +23.3% | -99.7% | +123.1% | +26.2% |
| 1Y | +24.3% | -99.9% | +124.2% | +27.2% |
| 3Y | +15.5% | -100.0% | +115.4% | +22.0% |
| 5Y | -2.7% | -100.0% | +97.3% | +3.3% |
| All | +43.7% | -100.0% | +143.7% | +63.9% |
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 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