+1.1%
AGG vs ZCMD
-100.0%
+101.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | -1.0% | -19.8% | +18.9% | -1.0% |
| 3M | -1.3% | -62.1% | +60.8% | -1.3% |
| 6M | -2.1% | -99.5% | +97.4% | -1.9% |
| YTD | -1.2% | -99.7% | +98.5% | -0.9% |
| 1Y | -0.5% | -99.9% | +99.4% | -0.1% |
| 3Y | +12.4% | -100.0% | +112.4% | +13.2% |
| 5Y | -2.4% | -100.0% | +97.6% | -1.6% |
| All | +1.1% | -100.0% | +101.1% | +3.3% |
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