+137.7%
UAL vs ZCMD
-100.0%
+237.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +3.5% | -1.4% | +4.8% | +3.4% |
| 30D | -16.5% | -21.6% | +5.1% | -16.5% |
| 3M | +2.8% | -67.4% | +70.1% | +3.4% |
| 6M | +17.6% | -99.4% | +117.0% | +17.1% |
| YTD | -3.2% | -99.7% | +96.5% | -4.0% |
| 1Y | +0.4% | -99.9% | +100.3% | -0.9% |
| 3Y | +128.2% | -100.0% | +228.2% | +127.6% |
| 5Y | +137.7% | -100.0% | +237.7% | +139.3% |
| All | +137.7% | -100.0% | +237.7% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling