+7.9%
ZBH vs ZCMD
-99.9%
+107.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -3.0% | +16.5% | +13.5% |
| 7D | +14.3% | -13.3% | +27.6% | +14.2% |
| 30D | +20.3% | -49.6% | +69.9% | +20.1% |
| 3M | +15.3% | -54.6% | +69.9% | +15.1% |
| 6M | +33.9% | -99.8% | +133.7% | +37.0% |
| YTD | +23.5% | -99.9% | +123.3% | +28.0% |
| 1Y | +7.9% | -99.9% | +107.8% | +20.9% |
| All | +7.9% | -99.9% | +107.8% | +20.9% |
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