+56.7%
ZBRA vs ZCMD
-100.0%
+156.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.7% |
| 30D | -8.8% | -22.7% | +13.9% | -8.5% |
| 3M | +47.2% | -62.5% | +109.7% | +45.4% |
| 6M | +61.3% | -99.5% | +160.8% | +71.6% |
| YTD | +42.0% | -99.7% | +141.7% | +53.7% |
| 1Y | +10.5% | -99.9% | +110.4% | +21.9% |
| 3Y | +34.5% | -100.0% | +134.5% | +54.5% |
| 5Y | -40.3% | -100.0% | +59.7% | -31.2% |
| All | +56.7% | -100.0% | +156.7% | +94.1% |
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