+113.5%
UAL vs ZCMD
-100.0%
+213.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +2.0% |
| 7D | +8.2% | -4.4% | +12.6% | +8.1% |
| 30D | +2.3% | -43.0% | +45.3% | +2.2% |
| 3M | -12.7% | -54.9% | +42.2% | -12.9% |
| 6M | +12.7% | -99.8% | +112.5% | +11.9% |
| YTD | +0.8% | -99.9% | +100.7% | -0.2% |
| 1Y | +17.8% | -99.9% | +117.7% | +16.2% |
| 3Y | +206.7% | -100.0% | +306.7% | +204.6% |
| All | +113.5% | -100.0% | +213.5% | +111.4% |
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