+9.3%
XYZ vs ZCMD
-99.9%
+109.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | -0.7% |
| 7D | -1.0% | -8.0% | +7.1% | -1.0% |
| 30D | -1.7% | -27.9% | +26.2% | -1.8% |
| 3M | +16.7% | -74.6% | +91.3% | +18.1% |
| 6M | +26.9% | -99.5% | +126.3% | +32.1% |
| YTD | +27.1% | -99.7% | +126.9% | +40.2% |
| 1Y | +9.3% | -99.9% | +109.1% | +24.7% |
| All | +9.3% | -99.9% | +109.1% | +24.7% |
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 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