+64.9%
USB vs ZCMD
-100.0%
+164.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.2% |
| 7D | +1.4% | -8.0% | +9.5% | +1.5% |
| 30D | -1.3% | -27.9% | +26.6% | -1.0% |
| 3M | +15.2% | -74.6% | +89.8% | +14.8% |
| 6M | +18.8% | -99.5% | +118.3% | +23.1% |
| YTD | +21.0% | -99.7% | +120.8% | +26.8% |
| 1Y | +34.0% | -99.9% | +133.9% | +42.1% |
| 3Y | +95.3% | -100.0% | +195.3% | +114.6% |
| 5Y | +40.4% | -100.0% | +140.4% | +54.4% |
| All | +64.9% | -100.0% | +164.9% | +97.7% |
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