+105.5%
B vs ZCMD
-100.0%
+205.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | -7.3% | -7.7% | +0.4% | -7.2% |
| 30D | -3.3% | -34.8% | +31.4% | -3.0% |
| 3M | -7.8% | -56.3% | +48.5% | -7.1% |
| 6M | -15.5% | -99.7% | +84.1% | -14.7% |
| YTD | -12.3% | -99.9% | +87.6% | -11.1% |
| 1Y | +5.4% | -99.9% | +105.3% | +6.8% |
| 3Y | +165.5% | -100.0% | +265.5% | +166.4% |
| All | +105.5% | -100.0% | +205.5% | +111.3% |
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 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