+22.4%
ZM vs ZCMD
-99.9%
+122.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +3.2% |
| 7D | +2.9% | -8.0% | +10.9% | +2.8% |
| 30D | +0.7% | -27.9% | +28.6% | +0.3% |
| 3M | -3.7% | -74.6% | +70.9% | -1.8% |
| 6M | +29.9% | -99.5% | +129.3% | +35.9% |
| YTD | +17.4% | -99.7% | +117.2% | +26.7% |
| 1Y | +22.4% | -99.9% | +122.3% | +28.9% |
| All | +22.4% | -99.9% | +122.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling