+679.1%
URI vs ZCMD
-100.0%
+779.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.6% |
| 7D | -2.0% | -8.0% | +6.0% | -1.9% |
| 30D | -12.9% | -27.9% | +14.9% | -12.8% |
| 3M | -6.7% | -74.6% | +67.8% | -7.6% |
| 6M | +19.0% | -99.5% | +118.4% | +22.2% |
| YTD | +25.5% | -99.7% | +125.3% | +30.2% |
| 1Y | +5.5% | -99.9% | +105.4% | +10.7% |
| 3Y | +111.3% | -100.0% | +211.3% | +133.0% |
| 5Y | +198.6% | -100.0% | +298.5% | +230.5% |
| All | +679.1% | -100.0% | +779.1% | +985.0% |
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