-25.9%
STRL vs ZCMD
-99.9%
+74.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -3.0% | -18.4% | -21.4% |
| 7D | -27.1% | -13.3% | -13.7% | -26.8% |
| 30D | -45.8% | -49.6% | +3.8% | -45.1% |
| 3M | -47.6% | -54.6% | +7.0% | -47.0% |
| 6M | -46.4% | -99.8% | +53.3% | -51.1% |
| YTD | -7.4% | -99.9% | +92.5% | -17.9% |
| 1Y | -25.9% | -99.9% | +74.1% | -37.2% |
| All | -25.9% | -99.9% | +74.0% | -37.2% |
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 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