-100.0%
ZCMD vs RRC
+135.4%
-235.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +1.4% | -0.5% | +1.8% | +1.4% |
| 30D | -29.9% | +25.2% | -55.1% | -30.3% |
| 3M | -54.9% | +27.8% | -82.7% | -55.2% |
| 6M | -99.7% | +27.2% | -126.9% | -99.7% |
| YTD | -99.9% | +48.2% | -148.0% | -99.9% |
| 1Y | -99.9% | +34.7% | -134.6% | -99.9% |
| 3Y | -100.0% | +62.2% | -162.2% | -100.0% |
| 5Y | -100.0% | +130.9% | -230.9% | -100.0% |
| All | -100.0% | +135.4% | -235.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling