-41.8%
BABA vs ZCMD
-100.0%
+58.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -12.3% | -21.6% | +9.3% | -11.9% |
| 3M | -5.3% | -67.4% | +62.1% | -6.7% |
| 6M | -13.1% | -99.4% | +86.4% | -5.0% |
| YTD | -22.4% | -99.7% | +77.3% | -13.0% |
| 1Y | -19.5% | -99.9% | +80.4% | -7.1% |
| 3Y | +32.9% | -100.0% | +132.9% | +66.8% |
| 5Y | -29.9% | -100.0% | +70.1% | -10.7% |
| All | -41.8% | -100.0% | +58.2% | -23.4% |
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 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