+170.3%
SPY vs ZCMD
-100.0%
+270.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.4% |
| 7D | +0.1% | -8.0% | +8.1% | +0.2% |
| 30D | +0.1% | -27.9% | +27.9% | +0.3% |
| 3M | +2.0% | -74.6% | +76.6% | +1.7% |
| 6M | +13.0% | -99.5% | +112.5% | +15.8% |
| YTD | +13.5% | -99.7% | +113.3% | +17.3% |
| 1Y | +20.0% | -99.9% | +119.9% | +24.8% |
| 3Y | +77.2% | -100.0% | +177.2% | +91.4% |
| 5Y | +81.9% | -100.0% | +181.9% | +97.2% |
| All | +170.3% | -100.0% | +270.3% | +221.7% |
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