-100.0%
ZCMD vs BUD
+49.6%
-149.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | -7.7% | +1.0% | -8.7% | -8.1% |
| 30D | -34.8% | +6.7% | -41.5% | -37.0% |
| 3M | -56.3% | +5.7% | -62.0% | -57.7% |
| 6M | -99.7% | +5.8% | -105.5% | -99.7% |
| YTD | -99.9% | +34.4% | -134.3% | -99.9% |
| 1Y | -99.9% | +33.3% | -133.2% | -99.9% |
| 3Y | -100.0% | +48.8% | -148.8% | -100.0% |
| All | -100.0% | +49.6% | -149.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling