+17.8%
YUM vs ZCMD
-100.0%
+117.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -2.1% |
| 7D | -6.1% | -5.4% | -0.6% | -6.0% |
| 30D | -5.8% | -24.8% | +19.0% | -5.7% |
| 3M | -7.6% | -62.8% | +55.2% | -8.0% |
| 6M | -9.1% | -99.5% | +90.4% | -7.2% |
| YTD | -5.5% | -99.8% | +94.2% | -3.3% |
| 1Y | -3.7% | -99.9% | +96.2% | -1.1% |
| 3Y | +17.8% | -100.0% | +117.8% | +23.9% |
| All | +17.8% | -100.0% | +117.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling