+70.8%
UAL vs ZCMD
-100.0%
+170.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.2% |
| 7D | +12.5% | -3.0% | +15.5% | +12.5% |
| 30D | +12.2% | -39.5% | +51.7% | +12.7% |
| 3M | -2.6% | -57.8% | +55.2% | -1.9% |
| 6M | +21.1% | -99.7% | +120.7% | +28.7% |
| YTD | +7.8% | -99.9% | +107.7% | +16.2% |
| 1Y | +25.4% | -99.9% | +125.3% | +36.1% |
| 3Y | +217.3% | -100.0% | +317.3% | +279.4% |
| 5Y | +132.9% | -100.0% | +232.9% | +186.8% |
| All | +70.8% | -100.0% | +170.8% | +146.8% |
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