-100.0%
ZCMD vs RACE
+28.1%
-128.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -4.4% | +5.1% | -9.5% | -6.0% |
| 30D | -43.0% | +7.7% | -50.7% | -44.3% |
| 3M | -54.9% | +2.2% | -57.0% | -55.3% |
| 6M | -99.8% | +23.8% | -123.5% | -99.8% |
| YTD | -99.9% | +13.9% | -113.8% | -99.9% |
| 1Y | -99.9% | +3.8% | -103.7% | -99.9% |
| 3Y | -100.0% | +28.0% | -128.0% | -100.0% |
| All | -100.0% | +28.1% | -128.1% | -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