+103.8%
UBER vs ZCMD
-100.0%
+203.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.8% |
| 30D | -2.5% | -21.6% | +19.1% | -2.3% |
| 3M | +4.4% | -67.4% | +71.7% | +4.0% |
| 6M | -2.7% | -99.4% | +96.8% | +6.5% |
| YTD | -10.5% | -99.7% | +89.2% | +0.6% |
| 1Y | -22.5% | -99.9% | +77.4% | -10.5% |
| 3Y | +54.8% | -100.0% | +154.8% | +96.3% |
| 5Y | +82.5% | -100.0% | +182.5% | +132.0% |
| All | +103.8% | -100.0% | +203.8% | +244.8% |
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