-100.0%
ZCMD vs EXR
+63.8%
-163.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.7% |
| 7D | -8.0% | -2.6% | -5.4% | -7.9% |
| 30D | -27.9% | -7.2% | -20.7% | -27.6% |
| 3M | -74.6% | -3.5% | -71.1% | -74.7% |
| 6M | -99.5% | -5.3% | -94.2% | -99.5% |
| YTD | -99.7% | +9.4% | -109.1% | -99.7% |
| 1Y | -99.9% | +1.3% | -101.2% | -99.9% |
| 3Y | -100.0% | +22.4% | -122.4% | -100.0% |
| 5Y | -100.0% | -12.2% | -87.8% | -100.0% |
| All | -100.0% | +63.8% | -163.8% | -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