+43.2%
TER vs ZCMD
-99.9%
+143.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.0% | -3.8% | -6.8% |
| 7D | -19.9% | -13.3% | -6.5% | -19.6% |
| 30D | -43.5% | -49.6% | +6.1% | -42.8% |
| 3M | -37.8% | -54.6% | +16.8% | -37.0% |
| 6M | -25.6% | -99.8% | +74.2% | -22.0% |
| YTD | +29.8% | -99.9% | +129.7% | +33.3% |
| 1Y | +43.2% | -99.9% | +143.1% | +45.3% |
| All | +43.2% | -99.9% | +143.1% | +45.3% |
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 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