+137.0%
BAC vs ZCMD
-100.0%
+237.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -0.3% | -2.0% | +1.8% | -0.2% |
| 30D | -1.8% | -19.8% | +18.1% | -1.6% |
| 3M | +15.3% | -62.1% | +77.4% | +14.2% |
| 6M | +30.2% | -99.5% | +129.6% | +35.7% |
| YTD | +15.6% | -99.7% | +115.3% | +21.8% |
| 1Y | +27.5% | -99.9% | +127.3% | +36.2% |
| 3Y | +137.0% | -100.0% | +237.0% | +164.8% |
| 5Y | +75.6% | -100.0% | +175.6% | +96.3% |
| All | +137.0% | -100.0% | +237.0% | +213.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling