+1.1%
UL vs ZCMD
-99.9%
+101.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.3% |
| 7D | +4.7% | -13.3% | +18.0% | +4.7% |
| 30D | +11.6% | -49.6% | +61.2% | +12.0% |
| 3M | +5.3% | -54.6% | +59.9% | +5.7% |
| 6M | +16.0% | -99.8% | +115.8% | +22.1% |
| YTD | +5.0% | -99.9% | +104.8% | +11.1% |
| 1Y | +1.1% | -99.9% | +101.0% | +11.3% |
| All | +1.1% | -99.9% | +101.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling