+21.7%
BAC vs ZCMD
-100.0%
+121.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | +1.5% | -2.9% | +4.4% | +1.5% |
| 30D | -6.4% | -28.5% | +22.1% | -6.2% |
| 3M | -21.7% | -56.5% | +34.9% | -21.4% |
| 6M | +0.5% | -99.7% | +100.2% | +3.0% |
| YTD | -6.7% | -99.9% | +93.2% | -3.5% |
| 1Y | -4.7% | -99.9% | +95.2% | -1.1% |
| 3Y | +96.1% | -100.0% | +196.1% | +109.2% |
| 5Y | +21.7% | -100.0% | +121.7% | +31.1% |
| All | +21.7% | -100.0% | +121.7% | +31.1% |
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