+134.1%
A vs ZCMD
-100.0%
+234.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | -0.5% | -7.7% | +7.2% | -0.4% |
| 30D | 0.0% | -34.8% | +34.8% | 0.0% |
| 3M | +16.7% | -56.3% | +73.0% | +16.8% |
| 6M | +54.8% | -99.7% | +154.5% | +56.1% |
| YTD | +28.8% | -99.9% | +128.7% | +32.0% |
| 1Y | +19.3% | -99.9% | +119.2% | +23.1% |
| 3Y | +65.5% | -100.0% | +165.5% | +78.9% |
| 5Y | +12.1% | -100.0% | +112.1% | +23.3% |
| All | +134.1% | -100.0% | +234.1% | +175.3% |
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 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