+24.3%
W vs ZCMD
-99.9%
+124.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.0% | +11.0% |
| 7D | +8.4% | -13.3% | +21.7% | +8.4% |
| 30D | +16.5% | -49.6% | +66.1% | +16.5% |
| 3M | +6.4% | -54.6% | +61.1% | +6.5% |
| 6M | +90.5% | -99.8% | +190.3% | +104.1% |
| YTD | +23.1% | -99.9% | +122.9% | +32.0% |
| 1Y | +24.3% | -99.9% | +124.2% | +37.5% |
| All | +24.3% | -99.9% | +124.2% | +37.5% |
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