-57.8%
UUUU vs ZCMD
-99.9%
+42.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -14.4% | -13.3% | -1.1% | -14.3% |
| 30D | -33.6% | -49.6% | +16.0% | -33.1% |
| 3M | -44.2% | -54.6% | +10.4% | -43.7% |
| 6M | -66.8% | -99.8% | +33.0% | -64.8% |
| YTD | -50.6% | -99.9% | +49.2% | -50.0% |
| 1Y | -57.8% | -99.9% | +42.1% | -59.8% |
| All | -57.8% | -99.9% | +42.1% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling