-100.0%
ZCMD vs BTG
+48.1%
-148.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.6% |
| 30D | -22.7% | +9.5% | -32.2% | -24.3% |
| 3M | -62.5% | +38.5% | -101.0% | -64.7% |
| 6M | -99.5% | +5.6% | -105.1% | -99.5% |
| YTD | -99.7% | +23.9% | -123.7% | -99.8% |
| 1Y | -99.9% | +32.1% | -132.0% | -99.9% |
| 3Y | -100.0% | +103.2% | -203.2% | -100.0% |
| 5Y | -100.0% | +79.7% | -179.7% | -100.0% |
| All | -100.0% | +48.1% | -148.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling