+494.0%
TER vs ZCMD
-100.0%
+594.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.7% | +9.2% | +5.6% |
| 7D | +0.6% | -8.0% | +8.6% | +0.8% |
| 30D | -8.3% | -27.9% | +19.6% | -7.8% |
| 3M | -12.2% | -74.6% | +62.4% | -12.7% |
| 6M | +17.1% | -99.5% | +116.5% | +22.0% |
| YTD | +84.7% | -99.7% | +184.4% | +94.9% |
| 1Y | +199.9% | -99.9% | +299.8% | +221.1% |
| 3Y | +232.8% | -100.0% | +332.8% | +285.2% |
| 5Y | +198.6% | -100.0% | +298.6% | +248.3% |
| All | +494.0% | -100.0% | +594.0% | +725.4% |
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