-100.0%
ZCMD vs BG
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.3% | -6.7% |
| 7D | -5.4% | +3.1% | -8.5% | -6.0% |
| 30D | -24.8% | +10.2% | -35.0% | -26.3% |
| 3M | -62.8% | -1.7% | -61.1% | -62.8% |
| 6M | -99.5% | +1.0% | -100.5% | -99.5% |
| YTD | -99.8% | +39.9% | -139.7% | -99.8% |
| 1Y | -99.9% | +53.2% | -153.1% | -99.9% |
| 3Y | -100.0% | +16.3% | -116.3% | -100.0% |
| All | -100.0% | +81.8% | -181.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling