+46.5%
SNOW vs ZCMD
-99.9%
+146.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.5% |
| 7D | -2.4% | -5.4% | +3.0% | -2.6% |
| 30D | -1.0% | -24.8% | +23.8% | -1.8% |
| 3M | +36.9% | -62.8% | +99.6% | +38.3% |
| 6M | +83.4% | -99.5% | +182.9% | +27.0% |
| YTD | +50.0% | -99.8% | +149.7% | +5.7% |
| 1Y | +46.5% | -99.9% | +146.4% | +4.5% |
| All | +46.5% | -99.9% | +146.4% | +4.5% |
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