+184.3%
SE vs ZCMD
-100.0%
+284.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.1% |
| 7D | -3.6% | -4.1% | +0.5% | -3.6% |
| 30D | -5.3% | -22.7% | +17.4% | -5.3% |
| 3M | +28.1% | -62.5% | +90.6% | +28.2% |
| 6M | +20.7% | -99.5% | +120.1% | +21.7% |
| YTD | -14.8% | -99.7% | +85.0% | -14.2% |
| 1Y | -43.6% | -99.9% | +56.3% | -43.3% |
| All | +184.3% | -100.0% | +284.3% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling