-12.8%
VRSK vs ZCMD
-99.5%
+86.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.1% |
| 7D | -5.2% | -5.4% | +0.3% | -5.2% |
| 30D | -2.3% | -24.8% | +22.5% | -2.7% |
| 3M | -2.9% | -62.8% | +59.9% | -2.3% |
| 6M | -12.8% | -99.5% | +86.7% | -15.2% |
| All | -12.8% | -99.5% | +86.7% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling