-100.0%
ZCMD vs FIVE
+125.8%
-225.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -29.8% | +17.4% | -47.2% | -30.1% |
| 3M | -54.9% | +7.0% | -61.9% | -55.0% |
| 6M | -99.7% | +20.5% | -120.1% | -99.7% |
| YTD | -99.9% | +33.1% | -133.0% | -99.9% |
| 1Y | -99.9% | +67.1% | -167.0% | -99.9% |
| 3Y | -100.0% | +41.9% | -141.9% | -100.0% |
| 5Y | -100.0% | +21.1% | -121.1% | -100.0% |
| All | -100.0% | +125.8% | -225.8% | -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