+166.0%
SHEL vs ZCMD
-100.0%
+265.9%
-52.9%
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% | +0.2% |
| 7D | +3.0% | -4.1% | +7.2% | +3.1% |
| 30D | +7.2% | -22.7% | +29.9% | +7.5% |
| 3M | +12.9% | -62.5% | +75.4% | +11.4% |
| 6M | +13.7% | -99.5% | +113.2% | +21.6% |
| YTD | +33.7% | -99.7% | +133.4% | +45.8% |
| 1Y | +37.9% | -99.9% | +137.8% | +53.8% |
| 3Y | +70.2% | -100.0% | +170.2% | +105.0% |
| 5Y | +192.3% | -100.0% | +292.3% | +253.3% |
| All | +166.0% | -100.0% | +265.9% | +323.6% |
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