-9.9%
ZM vs ZCMD
-100.0%
+90.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.8% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -7.7% | -21.6% | +13.9% | -7.7% |
| 3M | -4.7% | -67.4% | +62.7% | -4.4% |
| 6M | +24.4% | -99.4% | +123.9% | +33.2% |
| YTD | +11.8% | -99.7% | +111.5% | +22.4% |
| 1Y | +13.4% | -99.9% | +113.2% | +26.6% |
| 3Y | +33.8% | -100.0% | +133.8% | +60.0% |
| 5Y | -67.2% | -100.0% | +32.8% | -60.6% |
| All | -9.9% | -100.0% | +90.1% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling