-67.1%
BAX vs ZCMD
-100.0%
+32.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | -5.1% | -4.1% | -1.0% | -5.1% |
| 30D | -12.2% | -22.7% | +10.6% | -12.2% |
| 3M | +21.8% | -62.5% | +84.3% | +22.0% |
| 6M | +36.3% | -99.5% | +135.8% | +40.5% |
| YTD | +27.8% | -99.7% | +127.5% | +32.4% |
| 1Y | -0.1% | -99.9% | +99.8% | +4.3% |
| 3Y | -33.3% | -100.0% | +66.7% | -27.9% |
| 5Y | -67.1% | -100.0% | +32.9% | -64.5% |
| All | -67.1% | -100.0% | +32.9% | -64.5% |
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