+67.2%
SU vs ZCMD
-99.9%
+167.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -0.1% |
| 7D | +2.2% | -5.4% | +7.6% | +2.3% |
| 30D | +8.4% | -24.8% | +33.2% | +8.6% |
| 3M | +12.1% | -62.8% | +74.9% | +11.5% |
| 6M | +19.7% | -99.5% | +119.2% | +23.6% |
| YTD | +58.4% | -99.8% | +158.2% | +65.7% |
| 1Y | +67.2% | -99.9% | +167.1% | +76.7% |
| All | +67.2% | -99.9% | +167.1% | +76.7% |
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