-100.0%
ZCMD vs RACE
+40.8%
-140.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.2% |
| 7D | -8.0% | -2.5% | -5.5% | -7.3% |
| 30D | -27.9% | +0.8% | -28.7% | -28.2% |
| 3M | -74.6% | +17.2% | -91.7% | -75.1% |
| 6M | -99.5% | +13.6% | -113.0% | -99.5% |
| YTD | -99.7% | +12.2% | -112.0% | -99.8% |
| 1Y | -99.9% | -16.3% | -83.6% | -99.9% |
| All | -100.0% | +40.8% | -140.8% | -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