+82.2%
UUUU vs ZCMD
-100.0%
+182.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -6.3% |
| 7D | -5.0% | -2.0% | -3.0% | -5.0% |
| 30D | -7.8% | -19.8% | +12.0% | -7.6% |
| 3M | -0.4% | -62.1% | +61.6% | -0.8% |
| 6M | -32.9% | -99.5% | +66.6% | -31.3% |
| YTD | -6.3% | -99.7% | +93.5% | -4.3% |
| 1Y | +7.9% | -99.9% | +107.8% | +10.6% |
| All | +82.2% | -100.0% | +182.2% | +91.0% |
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 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