-99.9%
ZCMD vs FIVE
+63.3%
-163.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.7% | -9.7% | -2.6% |
| 7D | -13.3% | +7.5% | -20.8% | -12.9% |
| 30D | -49.6% | +16.7% | -66.3% | -49.1% |
| 3M | -54.6% | +13.4% | -68.0% | -55.0% |
| 6M | -99.8% | +9.0% | -108.8% | -99.7% |
| YTD | -99.9% | +33.8% | -133.6% | -99.9% |
| 1Y | -99.9% | +61.2% | -161.1% | -99.9% |
| All | -99.9% | +63.3% | -163.2% | -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