-99.9%
ZCMD vs ZYBT
-58.9%
-41.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.5% | -4.6% | -7.1% |
| 7D | -5.4% | -3.7% | -1.7% | -5.5% |
| 30D | -24.8% | 0.0% | -24.8% | -24.8% |
| 3M | -62.8% | +72.2% | -135.0% | -60.5% |
| 6M | -99.5% | +103.1% | -202.7% | -99.5% |
| YTD | -99.8% | +34.8% | -134.5% | -99.7% |
| 1Y | -99.9% | -83.2% | -16.7% | -99.9% |
| All | -99.9% | -58.9% | -41.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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