-99.9%
ZCMD vs EXR
+28.1%
-128.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -1.5% |
| 7D | -13.3% | +11.3% | -24.6% | -8.8% |
| 30D | -49.6% | +21.2% | -70.8% | -44.9% |
| 3M | -54.6% | +8.7% | -63.3% | -52.3% |
| 6M | -99.8% | +18.2% | -118.0% | -99.8% |
| YTD | -99.9% | +27.9% | -127.8% | -99.9% |
| 1Y | -99.9% | +28.3% | -128.2% | -99.9% |
| All | -99.9% | +28.1% | -128.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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