+38.8%
W vs ZCMD
-100.0%
+138.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +2.6% |
| 7D | -4.2% | -8.0% | +3.8% | -4.0% |
| 30D | -7.6% | -27.9% | +20.3% | -7.1% |
| 3M | +37.2% | -74.6% | +111.7% | +36.7% |
| 6M | +26.3% | -99.5% | +125.8% | +41.4% |
| YTD | -1.0% | -99.7% | +98.8% | +14.4% |
| 1Y | +20.1% | -99.9% | +120.0% | +43.4% |
| 3Y | +37.8% | -100.0% | +137.8% | +84.3% |
| 5Y | -63.7% | -100.0% | +36.3% | -50.6% |
| All | +38.8% | -100.0% | +138.8% | +107.9% |
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