-100.0%
ZCMD vs EXEL
+192.7%
-292.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -8.0% | +8.4% | -16.4% | -7.9% |
| 30D | -27.9% | +4.1% | -32.0% | -27.8% |
| 3M | -74.6% | +12.4% | -87.0% | -74.6% |
| 6M | -99.5% | +41.5% | -141.0% | -99.5% |
| YTD | -99.7% | +34.6% | -134.4% | -99.7% |
| 1Y | -99.9% | +57.9% | -157.8% | -99.9% |
| 3Y | -100.0% | +159.5% | -259.5% | -100.0% |
| 5Y | -100.0% | +198.5% | -298.5% | -100.0% |
| All | -100.0% | +192.7% | -292.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling