+55.0%
ACWI vs ZCMD
-100.0%
+155.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -2.4% | -4.4% | +2.1% | -2.3% |
| 30D | -5.2% | -43.0% | +37.8% | -4.9% |
| 3M | -4.8% | -54.9% | +50.0% | -4.5% |
| 6M | -1.3% | -99.8% | +98.5% | +0.3% |
| YTD | +8.4% | -99.9% | +108.2% | +10.3% |
| 1Y | +11.0% | -99.9% | +110.9% | +13.1% |
| 3Y | +70.6% | -100.0% | +170.5% | +76.3% |
| All | +55.0% | -100.0% | +155.0% | +62.1% |
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 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