-3.2%
BAH vs ZCMD
-100.0%
+96.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.1% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -6.6% | -22.7% | +16.1% | -6.5% |
| 3M | -7.2% | -62.5% | +55.3% | -7.7% |
| 6M | -10.0% | -99.5% | +89.5% | -9.2% |
| YTD | -12.5% | -99.7% | +87.3% | -11.2% |
| 1Y | -27.9% | -99.9% | +72.0% | -26.7% |
| 3Y | -31.4% | -100.0% | +68.6% | -31.0% |
| 5Y | -3.2% | -100.0% | +96.8% | -1.7% |
| All | -3.2% | -100.0% | +96.8% | -1.7% |
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 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