-11.5%
A vs ZCMD
-100.0%
+88.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.1% | +9.7% | +2.6% |
| 7D | -2.6% | -5.4% | +2.8% | -2.6% |
| 30D | -0.9% | -24.8% | +23.9% | -1.0% |
| 3M | +13.6% | -62.8% | +76.4% | +13.7% |
| 6M | +27.8% | -99.5% | +127.4% | +26.4% |
| YTD | +8.6% | -99.8% | +108.4% | +8.4% |
| 1Y | +16.9% | -99.9% | +116.8% | +17.8% |
| 3Y | +32.9% | -100.0% | +132.9% | +37.8% |
| All | -11.5% | -100.0% | +88.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling