-100.0%
ZCMD vs SNY
+14.3%
-114.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | -5.4% | -3.3% | -2.1% | -5.1% |
| 30D | -24.8% | -2.2% | -22.6% | -24.7% |
| 3M | -62.8% | -3.0% | -59.8% | -62.8% |
| 6M | -99.5% | +2.7% | -102.3% | -99.5% |
| YTD | -99.8% | -6.8% | -92.9% | -99.8% |
| 1Y | -99.9% | -5.3% | -94.6% | -99.9% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| 5Y | -100.0% | +9.7% | -109.7% | -100.0% |
| All | -100.0% | +14.3% | -114.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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