+34.0%
ZM vs ZCMD
-100.0%
+134.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.2% |
| 7D | +0.3% | -4.1% | +4.5% | +0.3% |
| 30D | -10.3% | -22.7% | +12.4% | -10.4% |
| 3M | -0.7% | -62.5% | +61.8% | +0.4% |
| 6M | +24.8% | -99.5% | +124.3% | +29.2% |
| YTD | +11.5% | -99.7% | +111.2% | +16.4% |
| 1Y | +12.3% | -99.9% | +112.2% | +18.1% |
| All | +34.0% | -100.0% | +134.0% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling