-39.0%
U vs ZCMD
-100.0%
+60.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -3.8% | -8.0% | +4.2% | -3.8% |
| 30D | +17.5% | -27.9% | +45.3% | +17.6% |
| 3M | +38.7% | -74.6% | +113.3% | +38.7% |
| 6M | +104.4% | -99.5% | +203.9% | +111.2% |
| YTD | -5.7% | -99.7% | +94.1% | -0.9% |
| 1Y | +3.7% | -99.9% | +103.6% | +10.3% |
| 3Y | +12.3% | -100.0% | +112.3% | +26.4% |
| 5Y | -68.8% | -100.0% | +31.2% | -64.4% |
| All | -39.0% | -100.0% | +60.9% | -29.9% |
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