+47.4%
TER vs ZCMD
-99.9%
+147.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.3% |
| 7D | +14.4% | -7.7% | +22.0% | +14.6% |
| 30D | -30.6% | -34.8% | +4.2% | -30.0% |
| 3M | -39.2% | -56.3% | +17.1% | -38.3% |
| 6M | -31.3% | -99.7% | +68.4% | -27.7% |
| YTD | +29.1% | -99.9% | +128.9% | +35.1% |
| 1Y | +47.4% | -99.9% | +147.3% | +58.9% |
| All | +47.4% | -99.9% | +147.3% | +58.9% |
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