-100.0%
ZCMD vs RJF
+101.5%
-201.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -2.0% | -4.2% | +2.1% | -1.5% |
| 30D | -19.8% | -3.6% | -16.2% | -19.5% |
| 3M | -62.1% | +15.6% | -77.7% | -62.4% |
| 6M | -99.5% | +17.6% | -117.1% | -99.5% |
| YTD | -99.7% | +9.2% | -109.0% | -99.7% |
| 1Y | -99.9% | +5.5% | -105.4% | -99.9% |
| 3Y | -100.0% | +70.3% | -170.3% | -100.0% |
| 5Y | -100.0% | +106.0% | -206.0% | -100.0% |
| All | -100.0% | +101.5% | -201.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling