+45.0%
ADP vs ZCMD
-100.0%
+145.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -5.7% | -4.1% | -1.5% | -5.7% |
| 30D | -3.1% | -22.7% | +19.6% | -3.2% |
| 3M | +15.6% | -62.5% | +78.1% | +16.1% |
| 6M | +20.8% | -99.5% | +120.3% | +22.3% |
| YTD | +4.7% | -99.7% | +104.5% | +6.5% |
| 1Y | -8.3% | -99.9% | +91.6% | -6.4% |
| 3Y | +13.6% | -100.0% | +113.5% | +17.0% |
| 5Y | +45.0% | -100.0% | +145.0% | +49.8% |
| All | +45.0% | -100.0% | +145.0% | +49.8% |
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 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