+57.8%
UAL vs ZCMD
-100.0%
+157.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.5% |
| 7D | +0.7% | -8.0% | +8.7% | +0.8% |
| 30D | -16.1% | -27.9% | +11.8% | -15.9% |
| 3M | +6.1% | -74.6% | +80.7% | +6.4% |
| 6M | +10.8% | -99.5% | +110.3% | +17.2% |
| YTD | -0.4% | -99.7% | +99.4% | +6.9% |
| 1Y | +5.0% | -99.9% | +104.9% | +14.3% |
| 3Y | +124.0% | -100.0% | +224.0% | +169.8% |
| 5Y | +141.0% | -100.0% | +241.0% | +191.0% |
| All | +57.8% | -100.0% | +157.8% | +127.0% |
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