+337.8%
ARES vs ZCMD
-100.0%
+437.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -6.1% | -5.4% | -0.6% | -6.0% |
| 30D | -7.5% | -24.8% | +17.3% | -7.4% |
| 3M | +0.1% | -62.8% | +62.9% | -1.3% |
| 6M | +30.3% | -99.5% | +129.8% | +35.0% |
| YTD | -16.6% | -99.8% | +83.1% | -12.4% |
| 1Y | -26.1% | -99.9% | +73.8% | -21.5% |
| 3Y | +36.4% | -100.0% | +136.4% | +52.8% |
| 5Y | +95.0% | -100.0% | +195.0% | +119.0% |
| All | +337.8% | -100.0% | +437.8% | +474.4% |
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