+153.8%
B vs ZCMD
-100.0%
+253.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +1.4% | -21.6% | +22.9% | +1.5% |
| 3M | +12.2% | -67.4% | +79.5% | +11.7% |
| 6M | -2.1% | -99.4% | +97.3% | -1.6% |
| YTD | +2.9% | -99.7% | +102.7% | +3.9% |
| 1Y | +55.3% | -99.9% | +155.2% | +57.0% |
| 3Y | +198.7% | -100.0% | +298.7% | +199.7% |
| 5Y | +153.8% | -100.0% | +253.8% | +164.4% |
| All | +153.8% | -100.0% | +253.8% | +164.4% |
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 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