+5.7%
BAH vs ZCMD
-100.0%
+105.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -3.2% | -2.9% | -0.3% | -3.2% |
| 30D | +19.5% | -28.5% | +48.0% | +19.7% |
| 3M | +11.1% | -56.5% | +67.6% | +11.4% |
| 6M | +16.3% | -99.7% | +116.0% | +17.7% |
| YTD | +4.8% | -99.9% | +104.7% | +6.7% |
| 1Y | +4.9% | -99.9% | +104.8% | +7.0% |
| 3Y | -27.0% | -100.0% | +73.0% | -25.9% |
| 5Y | +5.7% | -100.0% | +105.7% | +7.4% |
| All | +5.7% | -100.0% | +105.7% | +7.4% |
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 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