+98.0%
BP vs ZCMD
-100.0%
+198.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.1% | +0.1% |
| 7D | +5.2% | -5.4% | +10.6% | +5.3% |
| 30D | +8.7% | -24.8% | +33.5% | +9.0% |
| 3M | +9.3% | -62.8% | +72.1% | +8.0% |
| 6M | +13.6% | -99.5% | +113.1% | +19.5% |
| YTD | +37.7% | -99.8% | +137.4% | +47.1% |
| 1Y | +40.6% | -99.9% | +140.5% | +53.4% |
| 3Y | +40.3% | -100.0% | +140.3% | +65.0% |
| 5Y | +141.4% | -100.0% | +241.4% | +184.6% |
| All | +98.0% | -100.0% | +198.0% | +198.1% |
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