+165.1%
USFD vs ZCMD
-100.0%
+265.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | -0.4% |
| 7D | -3.0% | -8.0% | +5.0% | -3.0% |
| 30D | +3.5% | -27.9% | +31.4% | +3.6% |
| 3M | +26.6% | -74.6% | +101.2% | +26.6% |
| 6M | +11.7% | -99.5% | +111.2% | +12.7% |
| YTD | +38.1% | -99.7% | +137.9% | +39.3% |
| 1Y | +33.4% | -99.9% | +133.3% | +34.9% |
| All | +165.1% | -100.0% | +265.1% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling