-99.9%
ZCMD vs RRC
+36.3%
-136.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.2% |
| 7D | -7.7% | +6.4% | -14.1% | -7.8% |
| 30D | -34.8% | +23.9% | -58.7% | -37.2% |
| 3M | -56.3% | +30.2% | -86.5% | -58.9% |
| 6M | -99.7% | +26.3% | -125.9% | -99.7% |
| YTD | -99.9% | +48.1% | -147.9% | -99.9% |
| 1Y | -99.9% | +37.7% | -137.6% | -99.9% |
| All | -99.9% | +36.3% | -136.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling