+733.0%
SCCO vs ZCMD
-100.0%
+833.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.3% |
| 7D | +2.4% | -4.1% | +6.6% | +2.5% |
| 30D | +6.4% | -22.7% | +29.1% | +6.9% |
| 3M | +21.6% | -62.5% | +84.1% | +20.6% |
| 6M | +13.4% | -99.5% | +112.9% | +17.7% |
| YTD | +52.6% | -99.7% | +152.4% | +60.1% |
| 1Y | +122.4% | -99.9% | +222.3% | +136.5% |
| 3Y | +208.5% | -100.0% | +308.4% | +243.8% |
| 5Y | +353.9% | -100.0% | +453.9% | +409.6% |
| All | +733.0% | -100.0% | +833.0% | +884.5% |
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