-69.2%
BAX vs ZCMD
-100.0%
+30.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.5% | -1.6% |
| 7D | -7.9% | -5.4% | -2.4% | -7.9% |
| 30D | -11.7% | -24.8% | +13.1% | -11.6% |
| 3M | +16.2% | -62.8% | +79.0% | +16.0% |
| 6M | +32.0% | -99.5% | +131.5% | +37.1% |
| YTD | +24.7% | -99.8% | +124.5% | +30.4% |
| 1Y | -2.6% | -99.9% | +97.3% | +2.8% |
| 3Y | -35.0% | -100.0% | +65.0% | -28.9% |
| 5Y | -67.6% | -100.0% | +32.4% | -64.4% |
| All | -69.2% | -100.0% | +30.8% | -64.2% |
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