+35.1%
XEL vs ZCMD
-100.0%
+135.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | -0.9% | -22.7% | +21.8% | -0.8% |
| 3M | -1.4% | -62.5% | +61.1% | -1.7% |
| 6M | -5.8% | -99.5% | +93.6% | -3.5% |
| YTD | +4.7% | -99.7% | +104.4% | +7.7% |
| 1Y | +9.1% | -99.9% | +108.9% | +12.8% |
| 3Y | +47.8% | -100.0% | +147.8% | +54.2% |
| 5Y | +29.0% | -100.0% | +129.0% | +34.7% |
| All | +35.1% | -100.0% | +135.1% | +48.9% |
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