+75.1%
SPGI vs ZCMD
-100.0%
+175.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.5% |
| 7D | +0.1% | -8.0% | +8.1% | +0.2% |
| 30D | +8.4% | -27.9% | +36.3% | +8.6% |
| 3M | +11.8% | -74.6% | +86.4% | +11.6% |
| 6M | +5.7% | -99.5% | +105.2% | +8.4% |
| YTD | -9.7% | -99.7% | +90.1% | -6.4% |
| 1Y | -12.5% | -99.9% | +87.4% | -8.7% |
| 3Y | +21.8% | -100.0% | +121.8% | +30.7% |
| 5Y | +8.2% | -100.0% | +108.2% | +16.4% |
| All | +75.1% | -100.0% | +175.1% | +111.1% |
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 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