-100.0%
ZCMD vs BTG
+78.0%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.1% |
| 7D | -5.4% | -3.8% | -1.7% | -4.9% |
| 30D | -24.8% | +3.6% | -28.4% | -25.3% |
| 3M | -62.8% | +32.0% | -94.8% | -64.3% |
| 6M | -99.5% | +3.4% | -102.9% | -99.5% |
| YTD | -99.8% | +20.8% | -120.5% | -99.8% |
| 1Y | -99.9% | +22.4% | -122.3% | -99.9% |
| 3Y | -100.0% | +91.7% | -191.7% | -100.0% |
| All | -100.0% | +78.0% | -178.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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