+87.5%
U vs ZCMD
-100.0%
+187.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +5.2% |
| 7D | +2.6% | -7.7% | +10.3% | +2.5% |
| 30D | +27.6% | -34.8% | +62.3% | +27.4% |
| 3M | +15.3% | -56.3% | +71.6% | +15.1% |
| 6M | +96.4% | -99.7% | +196.1% | +96.4% |
| YTD | +19.6% | -99.9% | +119.4% | +20.4% |
| 1Y | +42.1% | -99.9% | +142.0% | +43.3% |
| 3Y | +87.5% | -100.0% | +187.5% | +80.2% |
| All | +87.5% | -100.0% | +187.5% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling