-99.9%
ZCMD vs EXEL
+48.5%
-148.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -8.5% |
| 7D | -5.4% | -4.9% | -0.5% | -8.5% |
| 30D | -24.8% | +11.4% | -36.2% | -19.2% |
| 3M | -62.8% | +4.9% | -67.7% | -61.2% |
| 6M | -99.5% | +34.4% | -133.9% | -99.5% |
| YTD | -99.8% | +28.0% | -127.8% | -99.7% |
| 1Y | -99.9% | +43.6% | -143.5% | -99.9% |
| All | -99.9% | +48.5% | -148.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling