+1,154.3%
UUUU vs ZCMD
-100.0%
+1,254.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | +1.8% | -4.1% | +6.0% | +1.9% |
| 30D | +1.8% | -22.7% | +24.5% | +2.3% |
| 3M | +1.3% | -62.5% | +63.7% | -0.4% |
| 6M | -26.8% | -99.5% | +72.7% | -19.7% |
| YTD | +0.1% | -99.7% | +99.8% | +11.9% |
| 1Y | +11.2% | -99.9% | +111.1% | +27.9% |
| 3Y | +97.7% | -100.0% | +197.7% | +160.1% |
| 5Y | +127.3% | -100.0% | +227.3% | +201.7% |
| All | +1,154.3% | -100.0% | +1,254.3% | +1,938.1% |
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