+52.6%
XOM vs ZCMD
-99.9%
+152.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -4.6% |
| 7D | -7.0% | -13.3% | +6.3% | -7.0% |
| 30D | +3.2% | -49.6% | +52.8% | +3.4% |
| 3M | +10.7% | -54.6% | +65.3% | +10.9% |
| 6M | +11.6% | -99.8% | +111.4% | +16.7% |
| YTD | +43.5% | -99.9% | +143.3% | +51.2% |
| 1Y | +52.6% | -99.9% | +152.5% | +62.4% |
| All | +52.6% | -99.9% | +152.5% | +62.4% |
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