-40.0%
ZTS vs ZCMD
-100.0%
+60.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.6% |
| 7D | -2.0% | -8.0% | +6.0% | -1.9% |
| 30D | +1.9% | -27.9% | +29.8% | +2.1% |
| 3M | -4.0% | -74.6% | +70.6% | -4.2% |
| 6M | -39.1% | -99.5% | +60.3% | -35.9% |
| YTD | -38.8% | -99.7% | +60.9% | -34.9% |
| 1Y | -49.6% | -99.9% | +50.3% | -45.8% |
| 3Y | -59.0% | -100.0% | +41.0% | -54.5% |
| 5Y | -61.8% | -100.0% | +38.2% | -57.5% |
| All | -40.0% | -100.0% | +60.0% | -34.5% |
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