-100.0%
ZCMD vs FIVE
+127.1%
-227.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -3.9% |
| 7D | -8.0% | +4.3% | -12.3% | -8.1% |
| 30D | -27.9% | +12.5% | -40.4% | -28.2% |
| 3M | -74.6% | +31.2% | -105.8% | -74.8% |
| 6M | -99.5% | +14.4% | -113.8% | -99.5% |
| YTD | -99.7% | +33.9% | -133.6% | -99.7% |
| 1Y | -99.9% | +65.1% | -164.9% | -99.9% |
| 3Y | -100.0% | +49.0% | -149.0% | -100.0% |
| 5Y | -100.0% | +30.3% | -130.3% | -100.0% |
| All | -100.0% | +127.1% | -227.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling