+95.7%
UNP vs ZCMD
-100.0%
+195.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -1.1% | -21.6% | +20.4% | -1.0% |
| 3M | +7.9% | -67.4% | +75.2% | +7.0% |
| 6M | +14.6% | -99.4% | +114.1% | +20.0% |
| YTD | +26.6% | -99.7% | +126.3% | +33.9% |
| 1Y | +35.6% | -99.9% | +135.5% | +44.9% |
| 3Y | +45.5% | -100.0% | +145.5% | +61.4% |
| 5Y | +50.0% | -100.0% | +150.0% | +66.5% |
| All | +95.7% | -100.0% | +195.7% | +156.2% |
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