+338.8%
TER vs ZCMD
-100.0%
+438.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | +24.0% | -2.9% | +26.9% | +24.1% |
| 30D | -30.6% | -28.5% | -2.2% | -30.2% |
| 3M | -34.5% | -56.5% | +22.1% | -33.5% |
| 6M | -26.4% | -99.7% | +73.3% | -22.4% |
| YTD | +36.4% | -99.9% | +136.3% | +45.7% |
| 1Y | +47.4% | -99.9% | +147.3% | +58.5% |
| 3Y | +202.6% | -100.0% | +302.6% | +251.0% |
| 5Y | +83.9% | -100.0% | +183.9% | +119.1% |
| All | +338.8% | -100.0% | +438.8% | +517.0% |
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