+272.8%
SPOT vs ZCMD
-100.0%
+372.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +8.3% | -21.6% | +29.9% | +8.5% |
| 3M | +5.1% | -67.4% | +72.4% | +4.6% |
| 6M | -6.5% | -99.4% | +93.0% | +1.1% |
| YTD | -9.0% | -99.7% | +90.8% | +0.7% |
| 1Y | -26.4% | -99.9% | +73.5% | -17.2% |
| 3Y | +240.0% | -100.0% | +340.0% | +309.4% |
| 5Y | +111.7% | -100.0% | +211.7% | +156.9% |
| All | +272.8% | -100.0% | +372.8% | +352.7% |
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