+131.2%
ACWI vs ZCMD
-100.0%
+231.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | +2.7% | -2.9% | +5.6% | +2.7% |
| 30D | -2.6% | -28.5% | +25.9% | -2.3% |
| 3M | -3.2% | -56.5% | +53.4% | -2.5% |
| 6M | +1.9% | -99.7% | +101.5% | +5.5% |
| YTD | +11.3% | -99.9% | +111.2% | +16.6% |
| 1Y | +11.7% | -99.9% | +111.6% | +17.4% |
| 3Y | +74.4% | -100.0% | +174.4% | +91.4% |
| 5Y | +59.5% | -100.0% | +159.5% | +77.5% |
| All | +131.2% | -100.0% | +231.2% | +183.1% |
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