-99.7%
ZCMD vs URA
-41.9%
-57.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -0.6% |
| 7D | -2.9% | +4.5% | -7.4% | -7.7% |
| 30D | -28.5% | -13.4% | -15.0% | -17.1% |
| 3M | -56.5% | -28.4% | -28.1% | -38.7% |
| 6M | -99.7% | -40.5% | -59.2% | -99.7% |
| All | -99.7% | -41.9% | -57.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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