-20.8%
STRL vs ZCMD
-99.9%
+79.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.6% |
| 7D | +23.4% | -2.9% | +26.4% | +23.5% |
| 30D | -39.5% | -28.5% | -11.1% | -39.1% |
| 3M | -45.1% | -56.5% | +11.5% | -44.3% |
| 6M | -64.6% | -99.7% | +35.1% | -67.5% |
| YTD | -1.5% | -99.9% | +98.3% | -11.7% |
| 1Y | -20.8% | -99.9% | +79.1% | -29.7% |
| All | -20.8% | -99.9% | +79.1% | -29.7% |
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 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