+37.7%
BEN vs ZCMD
-100.0%
+137.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | +0.3% | -2.0% | +2.4% | +0.3% |
| 30D | +0.9% | -19.8% | +20.7% | +1.0% |
| 3M | +9.2% | -62.1% | +71.2% | +8.6% |
| 6M | +36.8% | -99.5% | +136.3% | +40.5% |
| YTD | +44.4% | -99.7% | +144.1% | +49.0% |
| 1Y | +45.8% | -99.9% | +145.7% | +51.2% |
| 3Y | +52.5% | -100.0% | +152.5% | +62.3% |
| 5Y | +37.7% | -100.0% | +137.7% | +43.3% |
| All | +37.7% | -100.0% | +137.7% | +43.3% |
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