-50.5%
TE vs ZCMD
-100.0%
+49.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -3.0% |
| 7D | +15.0% | -4.1% | +19.1% | +15.1% |
| 30D | -7.5% | -22.7% | +15.2% | -7.3% |
| 3M | -42.0% | -62.5% | +20.5% | -42.1% |
| 6M | -31.4% | -99.5% | +68.0% | -31.3% |
| YTD | -26.5% | -99.7% | +73.2% | -26.6% |
| 1Y | +153.1% | -99.9% | +253.0% | +150.6% |
| 3Y | -20.7% | -100.0% | +79.3% | -16.7% |
| 5Y | -45.4% | -100.0% | +54.5% | -42.3% |
| All | -50.5% | -100.0% | +49.5% | -48.6% |
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 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