+3,297.3%
STRL vs ZCMD
-100.0%
+3,397.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.7% | +9.5% | +5.8% |
| 7D | +3.4% | -8.0% | +11.4% | +3.5% |
| 30D | -9.2% | -27.9% | +18.6% | -8.9% |
| 3M | -51.0% | -74.6% | +23.5% | -51.3% |
| 6M | +15.8% | -99.5% | +115.2% | +15.2% |
| YTD | +58.9% | -99.7% | +158.6% | +59.1% |
| 1Y | +68.5% | -99.9% | +168.4% | +70.3% |
| 3Y | +485.2% | -100.0% | +585.2% | +524.4% |
| 5Y | +2,005.1% | -100.0% | +2,105.1% | +2,157.1% |
| All | +3,297.3% | -100.0% | +3,397.3% | +4,297.4% |
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