-99.9%
ZCMD vs FIVE
+66.7%
-166.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.1% | -8.9% | -3.6% |
| 7D | -8.0% | +4.3% | -12.3% | -7.9% |
| 30D | -27.9% | +12.5% | -40.4% | -28.4% |
| 3M | -74.6% | +31.2% | -105.8% | -74.2% |
| 6M | -99.5% | +14.4% | -113.8% | -99.4% |
| YTD | -99.7% | +33.9% | -133.6% | -99.7% |
| 1Y | -99.9% | +65.1% | -164.9% | -99.9% |
| All | -99.9% | +66.7% | -166.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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