+68.1%
ACWI vs ZCMD
-100.0%
+168.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -0.2% | -21.6% | +21.4% | -0.1% |
| 3M | +4.7% | -67.4% | +72.0% | +4.3% |
| 6M | +14.5% | -99.4% | +113.9% | +15.7% |
| YTD | +14.6% | -99.7% | +114.4% | +16.4% |
| 1Y | +21.4% | -99.9% | +121.3% | +23.7% |
| 3Y | +77.6% | -100.0% | +177.6% | +83.8% |
| 5Y | +68.1% | -100.0% | +168.1% | +73.7% |
| All | +68.1% | -100.0% | +168.1% | +73.7% |
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