+144.2%
XLI vs ZCMD
-100.0%
+244.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | -0.6% | -4.1% | +3.6% | -0.5% |
| 30D | -6.9% | -22.7% | +15.8% | -6.8% |
| 3M | -1.9% | -62.5% | +60.6% | -2.7% |
| 6M | +1.0% | -99.5% | +100.5% | +4.1% |
| YTD | +11.3% | -99.7% | +111.1% | +15.7% |
| 1Y | +15.8% | -99.9% | +115.7% | +21.6% |
| 3Y | +69.8% | -100.0% | +169.8% | +84.7% |
| 5Y | +80.9% | -100.0% | +180.9% | +96.9% |
| All | +144.2% | -100.0% | +244.2% | +192.1% |
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