+33.2%
BN vs ZCMD
-100.0%
+133.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | -3.0% | -4.1% | +1.1% | -3.0% |
| 30D | -13.0% | -22.7% | +9.7% | -12.9% |
| 3M | -15.2% | -62.5% | +47.3% | -15.5% |
| 6M | -5.9% | -99.5% | +93.5% | -3.6% |
| YTD | -15.8% | -99.7% | +84.0% | -13.1% |
| 1Y | -12.2% | -99.9% | +87.7% | -9.0% |
| 3Y | +72.2% | -100.0% | +172.2% | +79.6% |
| 5Y | +33.2% | -100.0% | +133.2% | +39.5% |
| All | +33.2% | -100.0% | +133.2% | +39.5% |
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