-11.2%
SHOP vs ZCMD
-100.0%
+88.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -1.2% | -7.7% | +6.5% | -1.2% |
| 30D | -14.7% | -34.8% | +20.1% | -14.5% |
| 3M | -7.2% | -56.3% | +49.1% | -6.8% |
| 6M | +54.2% | -99.7% | +153.9% | +63.5% |
| YTD | -8.6% | -99.9% | +91.2% | -0.7% |
| 1Y | +0.5% | -99.9% | +100.4% | +10.2% |
| 3Y | +135.9% | -100.0% | +235.9% | +168.1% |
| All | -11.2% | -100.0% | +88.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling