-47.5%
BABA vs ZCMD
-100.0%
+52.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.2% |
| 7D | -3.6% | +1.4% | -4.9% | -3.6% |
| 30D | -8.4% | -29.9% | +21.5% | -7.7% |
| 3M | -20.6% | -54.9% | +34.3% | -19.4% |
| 6M | -25.4% | -99.7% | +74.3% | -17.5% |
| YTD | -30.1% | -99.9% | +69.7% | -20.8% |
| 1Y | -36.3% | -99.9% | +63.6% | -26.9% |
| 3Y | +30.4% | -100.0% | +130.4% | +63.8% |
| 5Y | -35.7% | -100.0% | +64.3% | -16.4% |
| All | -47.5% | -100.0% | +52.5% | -30.2% |
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