+123.9%
XLF vs ZCMD
-100.0%
+223.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -1.3% | -22.7% | +21.4% | -1.2% |
| 3M | +9.1% | -62.5% | +71.6% | +8.4% |
| 6M | +14.4% | -99.5% | +113.8% | +18.3% |
| YTD | +5.1% | -99.7% | +104.8% | +9.8% |
| 1Y | +8.6% | -99.9% | +108.5% | +14.8% |
| 3Y | +74.4% | -100.0% | +174.4% | +91.9% |
| 5Y | +64.4% | -100.0% | +164.4% | +80.9% |
| All | +123.9% | -100.0% | +223.8% | +177.9% |
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