+657.4%
TECK vs ZCMD
-100.0%
+757.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.2% |
| 7D | +7.8% | -1.4% | +9.2% | +7.8% |
| 30D | +8.3% | -21.6% | +29.8% | +8.6% |
| 3M | +16.1% | -67.4% | +83.4% | +14.4% |
| 6M | +42.9% | -99.4% | +142.3% | +49.1% |
| YTD | +50.8% | -99.7% | +150.5% | +60.2% |
| 1Y | +106.1% | -99.9% | +206.0% | +123.1% |
| 3Y | +84.0% | -100.0% | +184.0% | +118.1% |
| 5Y | +223.5% | -100.0% | +323.5% | +285.1% |
| All | +657.4% | -100.0% | +757.4% | +1,135.3% |
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