+115.3%
SPOT vs ZCMD
-100.0%
+215.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -3.1% | -5.4% | +2.4% | -3.1% |
| 30D | +7.4% | -24.8% | +32.2% | +7.5% |
| 3M | +8.2% | -62.8% | +71.0% | +7.7% |
| 6M | +2.2% | -99.5% | +101.7% | +9.1% |
| YTD | -9.5% | -99.8% | +90.3% | -2.2% |
| 1Y | -23.8% | -99.9% | +76.1% | -16.7% |
| 3Y | +233.5% | -100.0% | +333.5% | +284.5% |
| All | +115.3% | -100.0% | +215.3% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling