+105.2%
UNP vs ZCMD
-100.0%
+205.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.6% |
| 7D | +4.2% | -7.7% | +11.9% | +4.3% |
| 30D | +5.6% | -34.8% | +40.4% | +5.9% |
| 3M | +2.0% | -56.3% | +58.3% | +2.5% |
| 6M | +15.4% | -99.7% | +115.1% | +21.3% |
| YTD | +32.7% | -99.9% | +132.6% | +40.9% |
| 1Y | +39.4% | -99.9% | +139.3% | +48.8% |
| 3Y | +54.3% | -100.0% | +154.3% | +70.9% |
| 5Y | +39.6% | -100.0% | +139.6% | +57.0% |
| All | +105.2% | -100.0% | +205.2% | +169.6% |
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 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