-100.0%
ZCMD vs COO
-39.5%
-60.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.5% |
| 7D | -1.4% | -2.3% | +0.9% | -1.5% |
| 30D | -21.6% | -8.8% | -12.8% | -21.8% |
| 3M | -67.4% | +1.3% | -68.7% | -67.6% |
| 6M | -99.4% | -11.6% | -87.9% | -99.4% |
| YTD | -99.7% | -17.4% | -82.3% | -99.7% |
| 1Y | -99.9% | -1.6% | -98.3% | -99.9% |
| 3Y | -100.0% | -22.6% | -77.3% | -100.0% |
| 5Y | -100.0% | -40.3% | -59.6% | -100.0% |
| All | -100.0% | -39.5% | -60.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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