+56.9%
USB vs ZCMD
-100.0%
+156.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.5% | -12.9% | +11.4% | -1.4% |
| 30D | +4.3% | -45.3% | +49.6% | +4.8% |
| 3M | -6.1% | -59.4% | +53.3% | -5.4% |
| 6M | +9.4% | -99.8% | +109.2% | +14.6% |
| YTD | +15.2% | -99.9% | +115.0% | +21.2% |
| 1Y | +32.8% | -99.9% | +132.7% | +40.7% |
| 3Y | +91.3% | -100.0% | +191.3% | +110.3% |
| 5Y | +22.7% | -100.0% | +122.7% | +36.1% |
| All | +56.9% | -100.0% | +156.9% | +89.0% |
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