-100.0%
ZCMD vs EXEL
+281.2%
-381.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.3% |
| 7D | -7.7% | -0.8% | -6.9% | -7.7% |
| 30D | -34.8% | +13.1% | -47.9% | -34.2% |
| 3M | -56.3% | +36.3% | -92.6% | -55.3% |
| 6M | -99.7% | +34.5% | -134.2% | -99.7% |
| YTD | -99.9% | +57.4% | -157.3% | -99.9% |
| 1Y | -99.9% | +62.9% | -162.8% | -99.9% |
| 3Y | -100.0% | +229.5% | -329.5% | -100.0% |
| All | -100.0% | +281.2% | -381.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling