+41.6%
T vs ZCMD
-100.0%
+141.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.9% |
| 7D | -1.3% | -8.0% | +6.7% | -1.2% |
| 30D | +11.4% | -27.9% | +39.2% | +11.5% |
| 3M | +14.3% | -74.6% | +88.9% | +13.9% |
| 6M | -9.3% | -99.5% | +90.2% | -8.4% |
| YTD | +7.1% | -99.7% | +106.8% | +8.5% |
| 1Y | -9.1% | -99.9% | +90.8% | -7.6% |
| 3Y | +105.3% | -100.0% | +205.3% | +112.0% |
| 5Y | +66.8% | -100.0% | +166.8% | +72.5% |
| All | +41.6% | -100.0% | +141.6% | +54.1% |
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