-59.2%
ZTS vs ZCMD
-100.0%
+40.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -4.5% | -2.0% | -2.5% | -4.5% |
| 30D | -3.3% | -19.8% | +16.5% | -3.3% |
| 3M | -9.7% | -62.1% | +52.3% | -10.2% |
| 6M | -38.8% | -99.5% | +60.6% | -36.0% |
| YTD | -41.2% | -99.7% | +58.6% | -38.1% |
| 1Y | -50.3% | -99.9% | +49.6% | -47.3% |
| All | -59.2% | -100.0% | +40.8% | -54.3% |
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