+151.6%
ALL vs ZCMD
-100.0%
+251.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -4.3% | -2.0% | -2.3% | -4.3% |
| 30D | -3.6% | -19.8% | +16.2% | -3.6% |
| 3M | +13.2% | -62.1% | +75.3% | +13.1% |
| 6M | +22.5% | -99.5% | +122.0% | +26.0% |
| YTD | +22.7% | -99.7% | +122.5% | +27.0% |
| 1Y | +28.3% | -99.9% | +128.2% | +34.1% |
| 3Y | +152.0% | -100.0% | +252.0% | +170.7% |
| 5Y | +115.4% | -100.0% | +215.4% | +131.1% |
| All | +151.6% | -100.0% | +251.6% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling