+59.7%
W vs ZCMD
-100.0%
+159.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | -7.4% | +1.4% | -8.7% | -7.4% |
| 30D | +7.8% | -29.9% | +37.7% | +8.6% |
| 3M | +10.9% | -54.9% | +65.7% | +12.4% |
| 6M | +86.4% | -99.7% | +186.1% | +110.6% |
| YTD | +14.0% | -99.9% | +113.8% | +33.0% |
| 1Y | +3.5% | -99.9% | +103.4% | +23.0% |
| 3Y | +164.8% | -100.0% | +264.8% | +252.7% |
| 5Y | -53.1% | -100.0% | +46.9% | -34.8% |
| All | +59.7% | -100.0% | +159.7% | +141.6% |
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