+2.9%
SPGI vs ZCMD
-99.9%
+102.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.4% |
| 7D | +7.2% | -13.3% | +20.5% | +7.2% |
| 30D | +23.2% | -49.6% | +72.8% | +23.4% |
| 3M | +17.0% | -54.6% | +71.6% | +17.2% |
| 6M | +20.4% | -99.8% | +120.2% | +25.2% |
| YTD | -1.9% | -99.9% | +98.0% | +5.4% |
| 1Y | +2.9% | -99.9% | +102.8% | +15.3% |
| All | +2.9% | -99.9% | +102.8% | +15.3% |
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