+2,465.1%
BE vs ZCMD
-100.0%
+2,565.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.1% | +13.7% | +6.9% |
| 7D | +9.0% | -5.4% | +14.5% | +9.2% |
| 30D | +16.3% | -24.8% | +41.1% | +17.0% |
| 3M | +10.8% | -62.8% | +73.6% | +8.3% |
| 6M | +73.2% | -99.5% | +172.7% | +84.7% |
| YTD | +217.4% | -99.8% | +317.1% | +244.1% |
| 1Y | +309.8% | -99.9% | +409.7% | +354.0% |
| 3Y | +1,726.2% | -100.0% | +1,826.1% | +2,141.6% |
| 5Y | +1,306.2% | -100.0% | +1,406.2% | +1,628.6% |
| All | +2,465.1% | -100.0% | +2,565.1% | +3,624.4% |
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 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