+97.0%
ARES vs ZCMD
-100.0%
+197.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -3.1% |
| 7D | -2.7% | -4.1% | +1.5% | -2.7% |
| 30D | -2.4% | -22.7% | +20.3% | -2.3% |
| 3M | +3.9% | -62.5% | +66.4% | +2.9% |
| 6M | +26.4% | -99.5% | +125.8% | +27.4% |
| YTD | -14.9% | -99.7% | +84.9% | -13.6% |
| 1Y | -20.4% | -99.9% | +79.5% | -19.2% |
| 3Y | +38.8% | -100.0% | +138.8% | +44.1% |
| 5Y | +97.0% | -100.0% | +197.0% | +105.1% |
| All | +97.0% | -100.0% | +197.0% | +105.1% |
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