-100.0%
ZCMD vs RACE
+24.7%
-124.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.7% |
| 7D | -7.7% | -1.2% | -6.5% | -7.3% |
| 30D | -34.8% | +6.1% | -40.9% | -36.0% |
| 3M | -56.3% | -0.3% | -56.0% | -56.4% |
| 6M | -99.7% | +23.4% | -123.1% | -99.7% |
| YTD | -99.9% | +12.5% | -112.4% | -99.9% |
| 1Y | -99.9% | -0.5% | -99.4% | -99.9% |
| 3Y | -100.0% | +23.6% | -123.6% | -100.0% |
| All | -100.0% | +24.7% | -124.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling