-17.7%
STZ vs ZCMD
-100.0%
+82.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | +4.9% | -4.4% | +9.3% | +4.9% |
| 30D | +20.9% | -43.0% | +63.9% | +21.1% |
| 3M | +8.0% | -54.9% | +62.8% | +8.2% |
| 6M | -5.3% | -99.8% | +94.5% | +0.1% |
| YTD | +5.9% | -99.9% | +105.8% | +12.3% |
| 1Y | +14.2% | -99.9% | +114.1% | +21.6% |
| 3Y | -37.0% | -100.0% | +63.0% | -31.3% |
| 5Y | -29.7% | -100.0% | +70.3% | -23.2% |
| All | -17.7% | -100.0% | +82.3% | -14.1% |
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