+11.3%
XYZ vs ZCMD
-100.0%
+111.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -2.2% | +1.4% | -3.5% | -2.2% |
| 30D | +11.6% | -29.9% | +41.4% | +12.1% |
| 3M | +8.4% | -54.9% | +63.3% | +9.4% |
| 6M | +17.2% | -99.7% | +116.8% | +28.6% |
| YTD | +31.7% | -99.9% | +131.5% | +49.0% |
| 1Y | +30.1% | -99.9% | +130.0% | +49.3% |
| 3Y | +66.4% | -100.0% | +166.4% | +113.4% |
| 5Y | -62.2% | -100.0% | +37.8% | -49.2% |
| All | +11.3% | -100.0% | +111.3% | +76.7% |
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