-100.0%
ZCMD vs RJF
+208.4%
-308.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | -4.1% | -0.3% | -3.9% | -4.1% |
| 30D | -22.7% | -2.0% | -20.7% | -22.5% |
| 3M | -62.5% | +16.3% | -78.8% | -63.0% |
| 6M | -99.5% | +16.9% | -116.4% | -99.5% |
| YTD | -99.7% | +10.4% | -110.2% | -99.7% |
| 1Y | -99.9% | +7.4% | -107.3% | -99.9% |
| 3Y | -100.0% | +72.2% | -172.2% | -100.0% |
| 5Y | -100.0% | +105.1% | -205.1% | -100.0% |
| All | -100.0% | +208.4% | -308.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling