+112.7%
XLB vs ZCMD
-100.0%
+212.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.3% |
| 7D | -1.4% | -8.0% | +6.6% | -1.3% |
| 30D | -0.4% | -27.9% | +27.5% | -0.1% |
| 3M | +2.0% | -74.6% | +76.6% | +1.8% |
| 6M | +1.8% | -99.5% | +101.3% | +5.5% |
| YTD | +16.6% | -99.7% | +116.3% | +22.0% |
| 1Y | +16.9% | -99.9% | +116.8% | +23.5% |
| 3Y | +32.6% | -100.0% | +132.5% | +45.9% |
| 5Y | +35.6% | -100.0% | +135.6% | +49.8% |
| All | +112.7% | -100.0% | +212.7% | +158.7% |
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 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