+21.8%
BAH vs ZCMD
-100.0%
+121.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.3% |
| 7D | +4.3% | -5.4% | +9.7% | +4.3% |
| 30D | -2.5% | -24.8% | +22.3% | -2.4% |
| 3M | -0.9% | -62.8% | +61.9% | -1.5% |
| 6M | +1.5% | -99.5% | +101.0% | +2.5% |
| YTD | -8.0% | -99.8% | +91.8% | -6.5% |
| 1Y | -24.7% | -99.9% | +75.2% | -23.3% |
| 3Y | -28.4% | -100.0% | +71.6% | -27.2% |
| 5Y | +2.8% | -100.0% | +102.8% | +4.6% |
| All | +21.8% | -100.0% | +121.8% | +23.7% |
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