-100.0%
ZCMD vs EXR
-10.8%
-89.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | -21.6% | -6.9% | -14.6% | -21.3% |
| 3M | -67.4% | -3.0% | -64.4% | -67.6% |
| 6M | -99.4% | -2.9% | -96.5% | -99.4% |
| YTD | -99.7% | +9.3% | -109.0% | -99.8% |
| 1Y | -99.9% | -0.9% | -99.0% | -99.9% |
| 3Y | -100.0% | +24.7% | -124.7% | -100.0% |
| 5Y | -100.0% | -11.7% | -88.3% | -100.0% |
| All | -100.0% | -10.8% | -89.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling