+68.2%
BR vs ZCMD
-100.0%
+168.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | -0.3% |
| 7D | -3.0% | -5.4% | +2.5% | -3.0% |
| 30D | -0.3% | -24.8% | +24.5% | -0.3% |
| 3M | +17.3% | -62.8% | +80.1% | +17.2% |
| 6M | -6.7% | -99.5% | +92.8% | -5.6% |
| YTD | -23.4% | -99.8% | +76.3% | -22.0% |
| 1Y | -32.7% | -99.9% | +67.2% | -30.8% |
| 3Y | -5.9% | -100.0% | +94.1% | -0.9% |
| 5Y | +8.4% | -100.0% | +108.4% | +14.4% |
| All | +68.2% | -100.0% | +168.2% | +89.4% |
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