-99.9%
ZCMD vs RACE
-15.2%
-84.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -1.4% | -1.0% | -0.4% | -0.6% |
| 30D | -21.6% | -1.5% | -20.0% | -21.1% |
| 3M | -67.4% | +15.5% | -82.8% | -69.1% |
| 6M | -99.4% | +17.3% | -116.7% | -99.5% |
| YTD | -99.7% | +11.1% | -110.9% | -99.8% |
| 1Y | -99.9% | -14.3% | -85.6% | -99.8% |
| All | -99.9% | -15.2% | -84.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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