+72.7%
STRL vs ZCMD
-99.9%
+172.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | +8.2% | -4.1% | +12.3% | +8.3% |
| 30D | -6.3% | -22.7% | +16.4% | -6.0% |
| 3M | -41.2% | -62.5% | +21.3% | -41.8% |
| 6M | +20.4% | -99.5% | +119.8% | +8.6% |
| YTD | +61.7% | -99.7% | +161.4% | +43.2% |
| 1Y | +72.7% | -99.9% | +172.6% | +56.6% |
| All | +72.7% | -99.9% | +172.6% | +56.6% |
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