+3.2%
SLB vs ZCMD
-100.0%
+103.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +0.8% | -8.0% | +8.8% | +0.9% |
| 30D | +15.8% | -27.9% | +43.7% | +16.2% |
| 3M | -0.3% | -74.6% | +74.2% | -0.9% |
| 6M | +21.3% | -99.5% | +120.8% | +26.1% |
| YTD | +52.3% | -99.7% | +152.0% | +59.7% |
| 1Y | +63.6% | -99.9% | +163.5% | +72.2% |
| All | +3.2% | -100.0% | +103.2% | +11.6% |
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 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