+477.7%
ASX vs ZCMD
-100.0%
+577.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.5% | +6.1% |
| 7D | +6.3% | -1.4% | +7.7% | +6.3% |
| 30D | +6.4% | -21.6% | +28.0% | +6.6% |
| 3M | +13.1% | -67.4% | +80.5% | +12.4% |
| 6M | +90.3% | -99.4% | +189.7% | +83.2% |
| YTD | +149.6% | -99.7% | +249.4% | +137.6% |
| 1Y | +249.2% | -99.9% | +349.1% | +229.6% |
| 3Y | +445.9% | -100.0% | +545.9% | +427.8% |
| 5Y | +477.7% | -100.0% | +577.7% | +437.5% |
| All | +477.7% | -100.0% | +577.7% | +437.5% |
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