+221.2%
ZS vs ZCMD
-100.0%
+321.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.6% |
| 7D | -9.2% | -1.4% | -7.8% | -9.2% |
| 30D | -4.0% | -21.6% | +17.6% | -3.9% |
| 3M | +25.3% | -67.4% | +92.7% | +24.7% |
| 6M | -1.3% | -99.4% | +98.1% | +4.5% |
| YTD | -28.0% | -99.7% | +71.7% | -21.3% |
| 1Y | -42.5% | -99.9% | +57.4% | -35.4% |
| 3Y | +0.7% | -100.0% | +100.7% | +26.7% |
| 5Y | -42.3% | -100.0% | +57.7% | -27.2% |
| All | +221.2% | -100.0% | +321.2% | +385.0% |
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