+14.9%
XYZ vs ZCMD
-100.0%
+114.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.6% |
| 7D | +14.9% | +9.1% | +5.8% | +14.7% |
| 30D | +14.7% | -37.1% | +51.8% | +15.4% |
| 3M | +12.1% | -53.7% | +65.8% | +13.1% |
| 6M | +18.3% | -99.7% | +118.0% | +30.0% |
| YTD | +36.1% | -99.9% | +135.9% | +53.9% |
| 1Y | +35.3% | -99.9% | +135.2% | +55.2% |
| 3Y | +73.5% | -100.0% | +173.5% | +122.5% |
| 5Y | -61.6% | -100.0% | +38.4% | -48.7% |
| All | +14.9% | -100.0% | +114.9% | +82.5% |
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