-0.3%
SPOT vs ZCMD
-99.9%
+99.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +4.6% |
| 7D | +16.6% | -13.3% | +29.9% | +16.5% |
| 30D | +29.9% | -49.6% | +79.6% | +29.4% |
| 3M | +31.3% | -54.6% | +85.9% | +30.9% |
| 6M | +43.2% | -99.8% | +143.0% | +62.0% |
| YTD | +8.1% | -99.9% | +107.9% | +23.7% |
| 1Y | -0.3% | -99.9% | +99.6% | +16.0% |
| All | -0.3% | -99.9% | +99.6% | +16.0% |
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