+481.3%
TPR vs ZCMD
-100.0%
+581.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | 0.0% |
| 7D | -2.3% | -8.0% | +5.7% | -2.2% |
| 30D | -23.0% | -27.9% | +4.9% | -22.7% |
| 3M | -12.5% | -74.6% | +62.1% | -12.7% |
| 6M | -21.4% | -99.5% | +78.0% | -19.0% |
| YTD | -3.5% | -99.7% | +96.2% | +0.7% |
| 1Y | +17.4% | -99.9% | +117.2% | +24.4% |
| 3Y | +291.3% | -100.0% | +391.2% | +344.1% |
| 5Y | +241.9% | -100.0% | +341.9% | +290.8% |
| All | +481.3% | -100.0% | +581.3% | +601.5% |
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