+239.7%
XOP vs ZCMD
-100.0%
+339.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | +16.5% | -21.6% | +38.1% | +16.9% |
| 3M | +15.7% | -67.4% | +83.1% | +14.6% |
| 6M | +19.2% | -99.4% | +118.6% | +27.5% |
| YTD | +55.0% | -99.7% | +154.7% | +69.8% |
| 1Y | +54.2% | -99.9% | +154.1% | +73.0% |
| 3Y | +35.9% | -100.0% | +135.9% | +67.2% |
| 5Y | +162.4% | -100.0% | +262.4% | +222.7% |
| All | +239.7% | -100.0% | +339.7% | +549.7% |
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