-99.5%
ZCMD vs SUI
-10.5%
-89.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -4.3% |
| 7D | -8.0% | -2.8% | -5.2% | -12.7% |
| 30D | -27.9% | -1.2% | -26.7% | -29.1% |
| 3M | -74.6% | -1.7% | -72.8% | -75.6% |
| 6M | -99.5% | -10.5% | -89.0% | -99.4% |
| All | -99.5% | -10.5% | -89.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 6mo: compounded portfolio wealth divided by compounded SUI 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…
6mo analysis · Full analysis span regression · 6 months rolling