+141.1%
BP vs ZCMD
-100.0%
+241.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.8% |
| 7D | +4.0% | -4.1% | +8.1% | +4.0% |
| 30D | +7.8% | -22.7% | +30.6% | +7.9% |
| 3M | +8.4% | -62.5% | +70.9% | +7.8% |
| 6M | +15.1% | -99.5% | +114.5% | +16.3% |
| YTD | +36.4% | -99.7% | +136.2% | +38.8% |
| 1Y | +40.9% | -99.9% | +140.8% | +44.4% |
| 3Y | +38.8% | -100.0% | +138.8% | +46.1% |
| 5Y | +141.1% | -100.0% | +241.1% | +159.8% |
| All | +141.1% | -100.0% | +241.1% | +159.8% |
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