-100.0%
ZCMD vs FIVN
-59.0%
-41.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +4.0% |
| 7D | -4.1% | -9.6% | +5.4% | -4.3% |
| 30D | -22.7% | -11.9% | -10.8% | -22.9% |
| 3M | -62.5% | +40.1% | -102.6% | -62.6% |
| 6M | -99.5% | +68.3% | -167.8% | -99.5% |
| YTD | -99.7% | +51.5% | -151.2% | -99.7% |
| 1Y | -99.9% | +15.1% | -115.0% | -99.9% |
| 3Y | -100.0% | -55.6% | -44.4% | -100.0% |
| 5Y | -100.0% | -82.4% | -17.6% | -100.0% |
| All | -100.0% | -59.0% | -41.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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