+70.6%
UAL vs ZCMD
-100.0%
+170.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +6.8% |
| 7D | +10.2% | +9.1% | +1.1% | +10.1% |
| 30D | +12.0% | -37.1% | +49.1% | +12.5% |
| 3M | -7.1% | -53.7% | +46.6% | -6.5% |
| 6M | +20.9% | -99.7% | +120.5% | +28.5% |
| YTD | +7.7% | -99.9% | +107.5% | +16.0% |
| 1Y | +23.6% | -99.9% | +123.5% | +34.2% |
| 3Y | +222.6% | -100.0% | +322.6% | +285.9% |
| 5Y | +127.9% | -100.0% | +227.9% | +179.7% |
| All | +70.6% | -100.0% | +170.6% | +146.3% |
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 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