-57.7%
Z vs ZCMD
-99.9%
+42.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.5% |
| 7D | +0.8% | -7.7% | +8.5% | +0.9% |
| 30D | +5.2% | -34.8% | +40.0% | +5.3% |
| 3M | -17.0% | -56.3% | +39.3% | -16.9% |
| 6M | -22.7% | -99.7% | +77.0% | -15.5% |
| YTD | -56.3% | -99.9% | +43.5% | -50.3% |
| 1Y | -57.7% | -99.9% | +42.3% | -49.9% |
| All | -57.7% | -99.9% | +42.3% | -49.9% |
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 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