+92.3%
A vs ZCMD
-100.0%
+192.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | -4.6% | -2.0% | -2.5% | -4.6% |
| 30D | -4.3% | -19.8% | +15.6% | -4.3% |
| 3M | +8.9% | -62.1% | +71.0% | +8.6% |
| 6M | +24.5% | -99.5% | +124.0% | +25.8% |
| YTD | +5.8% | -99.7% | +105.6% | +8.4% |
| 1Y | +16.2% | -99.9% | +116.1% | +20.7% |
| 3Y | +28.5% | -100.0% | +128.4% | +39.7% |
| 5Y | -16.3% | -100.0% | +83.7% | -8.6% |
| All | +92.3% | -100.0% | +192.3% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling