-100.0%
ZCMD vs BUD
+28.8%
-128.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -8.0% | +0.3% | -8.3% | -8.1% |
| 30D | -27.9% | -5.7% | -22.2% | -26.6% |
| 3M | -74.6% | +3.1% | -77.7% | -74.6% |
| 6M | -99.5% | +7.9% | -107.3% | -99.4% |
| YTD | -99.7% | +27.3% | -127.1% | -99.8% |
| 1Y | -99.9% | +37.8% | -137.7% | -99.9% |
| 3Y | -100.0% | +49.8% | -149.8% | -100.0% |
| 5Y | -100.0% | +43.8% | -143.8% | -100.0% |
| All | -100.0% | +28.8% | -128.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling