+43.8%
UNP vs ZCMD
-100.0%
+143.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.3% |
| 7D | -1.7% | -4.1% | +2.4% | -1.7% |
| 30D | -2.1% | -22.7% | +20.6% | -2.1% |
| 3M | +5.4% | -62.5% | +67.9% | +4.7% |
| 6M | +13.4% | -99.5% | +112.8% | +17.2% |
| YTD | +25.0% | -99.7% | +124.7% | +29.6% |
| 1Y | +34.6% | -99.9% | +134.5% | +40.3% |
| All | +43.8% | -100.0% | +143.7% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling