+12.3%
XLI vs ZCMD
-99.9%
+112.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | +0.6% | -13.3% | +13.9% | +0.6% |
| 30D | -0.4% | -49.6% | +49.3% | -0.2% |
| 3M | -8.8% | -54.6% | +45.8% | -8.7% |
| 6M | -0.4% | -99.8% | +99.4% | +3.1% |
| YTD | +10.1% | -99.9% | +110.0% | +14.6% |
| 1Y | +12.3% | -99.9% | +112.2% | +19.6% |
| All | +12.3% | -99.9% | +112.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling