-46.2%
SE vs ZCMD
-99.9%
+53.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.1% |
| 7D | -0.5% | -7.7% | +7.2% | -0.5% |
| 30D | -20.9% | -34.8% | +13.9% | -20.9% |
| 3M | -38.9% | -56.3% | +17.4% | -38.8% |
| 6M | -19.4% | -99.7% | +80.3% | -16.9% |
| YTD | -40.9% | -99.9% | +58.9% | -39.4% |
| 1Y | -46.2% | -99.9% | +53.7% | -45.7% |
| All | -46.2% | -99.9% | +53.7% | -45.7% |
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 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