+3.5%
ACN vs ZCMD
-100.0%
+103.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.1% | +10.4% | +3.3% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | +2.1% | -24.8% | +26.9% | +2.0% |
| 3M | +11.1% | -62.8% | +73.9% | +11.2% |
| 6M | -6.8% | -99.5% | +92.7% | -4.8% |
| YTD | -30.0% | -99.8% | +69.7% | -27.9% |
| 1Y | -23.1% | -99.9% | +76.8% | -19.9% |
| 3Y | -40.4% | -100.0% | +59.6% | -36.2% |
| 5Y | -41.6% | -100.0% | +58.4% | -37.4% |
| All | +3.5% | -100.0% | +103.5% | +21.8% |
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