+153.3%
XOP vs ZCMD
-100.0%
+253.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.2% | +0.2% |
| 7D | +2.6% | -5.4% | +8.0% | +2.7% |
| 30D | +9.6% | -24.8% | +34.4% | +9.7% |
| 3M | +20.4% | -62.8% | +83.1% | +20.0% |
| 6M | +19.9% | -99.5% | +119.4% | +22.0% |
| YTD | +56.4% | -99.8% | +156.2% | +60.0% |
| 1Y | +52.4% | -99.9% | +152.3% | +56.9% |
| 3Y | +39.9% | -100.0% | +139.9% | +44.7% |
| All | +153.3% | -100.0% | +253.3% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling