+102.1%
USO vs ZCMD
-100.0%
+202.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.6% |
| 7D | +11.5% | -2.0% | +13.5% | +11.5% |
| 30D | +24.1% | -19.8% | +43.9% | +24.2% |
| 3M | +17.9% | -62.1% | +80.0% | +16.8% |
| 6M | +49.6% | -99.5% | +149.1% | +49.6% |
| YTD | +129.0% | -99.7% | +228.7% | +130.2% |
| 1Y | +112.0% | -99.9% | +211.9% | +114.0% |
| All | +102.1% | -100.0% | +202.1% | +115.7% |
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 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