-10.2%
UL vs ZCMD
-99.9%
+89.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -3.4% | -5.4% | +2.0% | -3.4% |
| 30D | +0.5% | -24.8% | +25.3% | +0.6% |
| 3M | +7.2% | -62.8% | +70.0% | +7.4% |
| 6M | -3.1% | -99.5% | +96.5% | +0.8% |
| YTD | -2.7% | -99.8% | +97.0% | +1.6% |
| 1Y | -10.2% | -99.9% | +89.7% | -7.0% |
| All | -10.2% | -99.9% | +89.7% | -7.0% |
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 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