+13.8%
STZ vs ZCMD
-99.9%
+113.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.0% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | +14.9% | -29.9% | +44.8% | +14.9% |
| 3M | +8.4% | -54.9% | +63.3% | +8.4% |
| 6M | +2.8% | -99.7% | +102.5% | +14.5% |
| YTD | +7.5% | -99.9% | +107.4% | +21.5% |
| All | +13.8% | -99.9% | +113.7% | +32.6% |
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