+74.2%
XLF vs ZCMD
-100.0%
+174.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.7% | +0.7% |
| 7D | -1.5% | -5.4% | +4.0% | -1.5% |
| 30D | -1.2% | -24.8% | +23.6% | -1.1% |
| 3M | +9.2% | -62.8% | +72.0% | +8.9% |
| 6M | +16.3% | -99.5% | +115.9% | +17.6% |
| YTD | +5.4% | -99.8% | +105.2% | +6.9% |
| 1Y | +7.6% | -99.9% | +107.5% | +9.3% |
| 3Y | +74.2% | -100.0% | +174.2% | +74.3% |
| All | +74.2% | -100.0% | +174.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling