-2.4%
U vs ZCMD
-99.9%
+97.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -4.1% | -19.8% | +15.7% | -4.2% |
| 3M | +57.8% | -62.1% | +119.9% | +58.1% |
| 6M | +103.5% | -99.5% | +203.0% | +91.0% |
| YTD | -4.8% | -99.7% | +95.0% | -11.1% |
| 1Y | -2.4% | -99.9% | +97.5% | -18.5% |
| All | -2.4% | -99.9% | +97.5% | -18.5% |
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 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