-99.7%
ZCMD vs EXR
+11.6%
-111.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -6.0% |
| 7D | -2.9% | -1.2% | -1.7% | -5.6% |
| 30D | -28.5% | +18.3% | -46.8% | +6.4% |
| 3M | -56.5% | +9.1% | -65.6% | -49.7% |
| 6M | -99.7% | +11.7% | -111.4% | -99.6% |
| All | -99.7% | +11.6% | -111.3% | -99.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling