+32.1%
SNOW vs ZCMD
-100.0%
+132.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | +1.5% | -21.6% | +23.1% | +1.3% |
| 3M | +39.5% | -67.4% | +106.9% | +40.7% |
| 6M | +85.9% | -99.4% | +185.3% | +77.7% |
| YTD | +52.9% | -99.7% | +152.7% | +49.0% |
| 1Y | +48.1% | -99.9% | +148.0% | +46.7% |
| 3Y | +102.2% | -100.0% | +202.2% | +119.3% |
| 5Y | +5.5% | -100.0% | +105.5% | +16.3% |
| All | +32.1% | -100.0% | +132.1% | +42.2% |
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