+179.2%
URI vs ZCMD
-100.0%
+279.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.1% |
| 7D | -9.8% | -4.4% | -5.4% | -9.8% |
| 30D | +1.7% | -43.0% | +44.7% | +1.7% |
| 3M | -9.1% | -54.9% | +45.8% | -9.1% |
| 6M | +9.9% | -99.8% | +109.6% | +8.4% |
| YTD | +31.2% | -99.9% | +131.1% | +29.3% |
| 1Y | +25.9% | -99.9% | +125.8% | +24.1% |
| 3Y | +147.4% | -100.0% | +247.4% | +138.0% |
| All | +179.2% | -100.0% | +279.2% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling