+150.8%
BLK vs ZCMD
-100.0%
+250.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.0% | +8.7% | +1.7% |
| 7D | -3.3% | -5.4% | +2.1% | -3.2% |
| 30D | -6.5% | -24.8% | +18.2% | -6.2% |
| 3M | +6.7% | -62.8% | +69.5% | +5.4% |
| 6M | +14.7% | -99.5% | +114.3% | +20.3% |
| YTD | +2.5% | -99.8% | +102.3% | +8.7% |
| 1Y | -2.8% | -99.9% | +97.1% | +4.4% |
| 3Y | +65.9% | -100.0% | +165.9% | +87.5% |
| 5Y | +33.0% | -100.0% | +133.0% | +50.6% |
| All | +150.8% | -100.0% | +250.8% | +211.0% |
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 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