-7.0%
SONY vs ZCMD
-99.9%
+92.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.2% |
| 7D | +2.9% | -13.3% | +16.2% | +2.9% |
| 30D | +10.2% | -49.6% | +59.9% | +10.3% |
| 3M | +16.1% | -54.6% | +70.7% | +16.2% |
| 6M | +32.1% | -99.8% | +131.9% | +33.7% |
| YTD | +1.4% | -99.9% | +101.2% | +3.2% |
| 1Y | -7.0% | -99.9% | +92.9% | -3.1% |
| All | -7.0% | -99.9% | +92.9% | -3.1% |
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