+28.6%
SYY vs ZCMD
-100.0%
+128.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -5.3% | -21.6% | +16.3% | -5.1% |
| 3M | +5.1% | -67.4% | +72.4% | +4.7% |
| 6M | -5.0% | -99.4% | +94.4% | -1.5% |
| YTD | +10.7% | -99.7% | +110.4% | +16.0% |
| 1Y | +0.7% | -99.9% | +100.6% | +6.9% |
| 3Y | +24.0% | -100.0% | +124.0% | +39.5% |
| 5Y | +19.3% | -100.0% | +119.3% | +34.1% |
| All | +28.6% | -100.0% | +128.6% | +65.5% |
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