+130.9%
ACWI vs ZCMD
-100.0%
+230.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.6% |
| 7D | +0.3% | +9.1% | -8.7% | +0.2% |
| 30D | -2.8% | -37.1% | +34.3% | -2.4% |
| 3M | -3.2% | -53.7% | +50.6% | -2.6% |
| 6M | +1.3% | -99.7% | +100.9% | +5.0% |
| YTD | +11.2% | -99.9% | +111.1% | +16.3% |
| 1Y | +13.8% | -99.9% | +113.7% | +19.6% |
| 3Y | +76.2% | -100.0% | +176.2% | +93.3% |
| 5Y | +59.5% | -100.0% | +159.5% | +77.3% |
| All | +130.9% | -100.0% | +230.9% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling