+172.9%
USFD vs ZCMD
-100.0%
+272.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | -0.3% |
| 7D | -3.0% | -8.0% | +5.0% | -2.9% |
| 30D | +3.5% | -27.9% | +31.4% | +3.8% |
| 3M | +26.6% | -74.6% | +101.2% | +26.2% |
| 6M | +11.7% | -99.5% | +111.2% | +17.6% |
| YTD | +38.1% | -99.7% | +137.9% | +47.5% |
| 1Y | +33.4% | -99.9% | +133.3% | +44.8% |
| 3Y | +155.8% | -100.0% | +255.8% | +199.1% |
| 5Y | +214.0% | -100.0% | +314.0% | +268.7% |
| All | +172.9% | -100.0% | +272.9% | +271.6% |
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