+126.1%
XLC vs ZCMD
-100.0%
+226.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.2% |
| 7D | -0.8% | -8.0% | +7.2% | -0.8% |
| 30D | +1.0% | -27.9% | +28.9% | +1.3% |
| 3M | -0.7% | -74.6% | +73.9% | -0.8% |
| 6M | -5.1% | -99.5% | +94.3% | -1.5% |
| YTD | -4.3% | -99.7% | +95.5% | +0.3% |
| 1Y | -0.6% | -99.9% | +99.3% | +5.2% |
| 3Y | +72.7% | -100.0% | +172.7% | +89.3% |
| 5Y | +38.0% | -100.0% | +138.0% | +51.9% |
| All | +126.1% | -100.0% | +226.1% | +178.0% |
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