+41.0%
UPS vs ZCMD
-100.0%
+141.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -2.3% | -21.6% | +19.3% | -2.2% |
| 3M | -5.2% | -67.4% | +62.1% | -5.2% |
| 6M | +1.4% | -99.4% | +100.8% | +3.7% |
| YTD | +6.1% | -99.7% | +105.9% | +9.5% |
| 1Y | +27.0% | -99.9% | +126.9% | +32.2% |
| 3Y | -25.9% | -100.0% | +74.1% | -21.3% |
| 5Y | -34.6% | -100.0% | +65.4% | -30.5% |
| All | +41.0% | -100.0% | +141.0% | +66.8% |
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