+20.1%
W vs ZCMD
-99.9%
+120.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +2.5% |
| 7D | -4.2% | -8.0% | +3.8% | -4.2% |
| 30D | -7.6% | -27.9% | +20.3% | -7.5% |
| 3M | +37.2% | -74.6% | +111.8% | +38.7% |
| 6M | +26.3% | -99.5% | +125.8% | +36.7% |
| YTD | -1.0% | -99.7% | +98.8% | +10.0% |
| 1Y | +20.1% | -99.9% | +120.0% | +46.7% |
| All | +20.1% | -99.9% | +120.0% | +46.7% |
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