+31.1%
SOLS vs ZCMD
-99.8%
+130.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -1.9% |
| 7D | +3.7% | -4.1% | +7.9% | +3.7% |
| 30D | +5.0% | -22.7% | +27.7% | +4.7% |
| 3M | -21.1% | -62.5% | +41.4% | -16.7% |
| 6M | -14.2% | -99.5% | +85.3% | -5.3% |
| YTD | +30.6% | -99.7% | +130.4% | +41.9% |
| All | +31.1% | -99.8% | +130.9% | +39.5% |
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 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