-100.0%
ZCMD vs BUD
+44.4%
-144.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | -22.7% | -6.1% | -16.6% | -20.4% |
| 3M | -62.5% | -3.8% | -58.7% | -61.1% |
| 6M | -99.5% | +8.2% | -107.6% | -99.4% |
| YTD | -99.7% | +23.6% | -123.3% | -99.7% |
| 1Y | -99.9% | +33.4% | -133.3% | -99.9% |
| All | -100.0% | +44.4% | -144.4% | -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