-27.6%
BB vs ZCMD
-100.0%
+72.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.7% |
| 7D | -2.1% | -2.0% | 0.0% | -2.1% |
| 30D | -16.0% | -19.8% | +3.8% | -16.0% |
| 3M | -14.5% | -62.1% | +47.6% | -14.2% |
| 6M | +118.6% | -99.5% | +218.0% | +124.2% |
| YTD | +98.9% | -99.7% | +198.7% | +106.0% |
| 1Y | +99.5% | -99.9% | +199.4% | +109.0% |
| 3Y | +65.4% | -100.0% | +165.3% | +74.3% |
| 5Y | -27.6% | -100.0% | +72.4% | -25.0% |
| All | -27.6% | -100.0% | +72.4% | -25.0% |
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