-1.6%
XLY vs ZCMD
-99.9%
+98.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.8% |
| 7D | +1.2% | -12.9% | +14.1% | +1.4% |
| 30D | +5.3% | -45.3% | +50.6% | +5.8% |
| 3M | -0.6% | -59.4% | +58.8% | +0.1% |
| 6M | +0.1% | -99.8% | +99.8% | +7.8% |
| YTD | -0.9% | -99.9% | +99.0% | +7.4% |
| 1Y | -1.6% | -99.9% | +98.3% | +9.1% |
| All | -1.6% | -99.9% | +98.3% | +9.1% |
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 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