-40.1%
Z vs ZCMD
-100.0%
+59.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -2.1% |
| 7D | -3.0% | -8.0% | +5.0% | -2.9% |
| 30D | -4.2% | -27.9% | +23.7% | -3.7% |
| 3M | -3.7% | -74.6% | +70.9% | -3.6% |
| 6M | -24.5% | -99.5% | +74.9% | -16.7% |
| YTD | -49.3% | -99.7% | +50.4% | -42.5% |
| 1Y | -58.7% | -99.9% | +41.2% | -52.0% |
| 3Y | -34.1% | -100.0% | +65.9% | -15.4% |
| 5Y | -64.5% | -100.0% | +35.4% | -54.1% |
| All | -40.1% | -100.0% | +59.9% | -4.4% |
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