+113.1%
BHP vs ZCMD
-100.0%
+213.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.3% |
| 7D | -3.7% | -2.0% | -1.7% | -3.7% |
| 30D | -0.8% | -19.8% | +19.0% | -0.7% |
| 3M | +7.6% | -62.1% | +69.7% | +6.9% |
| 6M | +20.8% | -99.5% | +120.3% | +23.3% |
| YTD | +50.8% | -99.7% | +150.5% | +54.6% |
| 1Y | +70.9% | -99.9% | +170.8% | +76.1% |
| 3Y | +78.0% | -100.0% | +178.0% | +88.7% |
| 5Y | +113.1% | -100.0% | +213.1% | +136.2% |
| All | +113.1% | -100.0% | +213.1% | +136.2% |
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 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