+66.0%
YUM vs ZCMD
-100.0%
+166.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | -0.1% | -19.8% | +19.7% | 0.0% |
| 3M | -4.3% | -62.1% | +57.8% | -4.8% |
| 6M | -8.7% | -99.5% | +90.8% | -6.0% |
| YTD | -3.5% | -99.7% | +96.2% | -0.1% |
| 1Y | +0.5% | -99.9% | +100.3% | +4.7% |
| 3Y | +20.5% | -100.0% | +120.5% | +28.4% |
| 5Y | +21.8% | -100.0% | +121.8% | +30.0% |
| All | +66.0% | -100.0% | +166.0% | +82.7% |
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