-100.0%
ZCMD vs EXR
+88.6%
-188.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -7.7% | -0.4% | -7.3% | -7.7% |
| 30D | -34.8% | +18.2% | -53.0% | -35.3% |
| 3M | -56.3% | +7.3% | -63.6% | -56.4% |
| 6M | -99.7% | +13.8% | -113.5% | -99.7% |
| YTD | -99.9% | +25.9% | -125.8% | -99.9% |
| 1Y | -99.9% | +25.8% | -125.7% | -99.9% |
| 3Y | -100.0% | +53.7% | -153.7% | -100.0% |
| 5Y | -100.0% | -1.8% | -98.2% | -100.0% |
| All | -100.0% | +88.6% | -188.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling