-100.0%
ZCMD vs BG
+183.7%
-283.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.0% | +3.7% | -5.8% | -2.9% |
| 30D | -19.8% | +12.3% | -32.2% | -22.2% |
| 3M | -62.1% | -2.2% | -59.9% | -61.9% |
| 6M | -99.5% | +5.3% | -104.8% | -99.5% |
| YTD | -99.7% | +42.4% | -142.1% | -99.8% |
| 1Y | -99.9% | +55.2% | -155.1% | -99.9% |
| 3Y | -100.0% | +21.0% | -121.0% | -100.0% |
| 5Y | -100.0% | +87.1% | -187.1% | -100.0% |
| All | -100.0% | +183.7% | -283.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling