+39.7%
XOP vs ZCMD
-100.0%
+139.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +1.6% | -2.0% | +3.7% | +1.6% |
| 30D | +9.6% | -19.8% | +29.4% | +9.7% |
| 3M | +16.9% | -62.1% | +79.0% | +16.6% |
| 6M | +24.0% | -99.5% | +123.5% | +26.1% |
| YTD | +56.2% | -99.7% | +155.9% | +59.6% |
| 1Y | +51.8% | -99.9% | +151.7% | +56.0% |
| All | +39.7% | -100.0% | +139.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling