+12.8%
VRSK vs ZCMD
-100.0%
+112.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -7.7% | -2.0% | -5.7% | -7.7% |
| 30D | -2.8% | -19.8% | +17.0% | -2.9% |
| 3M | -3.7% | -62.1% | +58.4% | -3.6% |
| 6M | -12.8% | -99.5% | +86.7% | -10.3% |
| YTD | -21.0% | -99.7% | +78.8% | -18.1% |
| 1Y | -32.5% | -99.9% | +67.4% | -29.5% |
| 3Y | -26.5% | -100.0% | +73.5% | -21.2% |
| 5Y | -11.5% | -100.0% | +88.5% | -5.2% |
| All | +12.8% | -100.0% | +112.8% | +38.9% |
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