+28.1%
XYZ vs ZCMD
-99.9%
+128.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -3.4% |
| 7D | +12.6% | -3.0% | +15.6% | +12.6% |
| 30D | +10.8% | -39.5% | +50.3% | +10.6% |
| 3M | +8.4% | -57.8% | +66.2% | +8.1% |
| 6M | +14.3% | -99.7% | +114.0% | +18.5% |
| YTD | +31.5% | -99.9% | +131.3% | +42.8% |
| 1Y | +28.1% | -99.9% | +128.0% | +46.2% |
| All | +28.1% | -99.9% | +128.0% | +46.2% |
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