-100.0%
ZCMD vs XPO
+494.4%
-594.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -21.6% | -6.2% | -15.4% | -21.2% |
| 3M | -67.4% | -15.4% | -52.0% | -66.9% |
| 6M | -99.4% | +0.7% | -100.2% | -99.4% |
| YTD | -99.7% | +39.8% | -139.6% | -99.8% |
| 1Y | -99.9% | +43.3% | -143.2% | -99.9% |
| 3Y | -100.0% | +166.0% | -266.0% | -100.0% |
| 5Y | -100.0% | +274.2% | -374.2% | -100.0% |
| All | -100.0% | +494.4% | -594.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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