+185.7%
BX vs ZCMD
-100.0%
+285.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.1% | +9.5% | +2.5% |
| 7D | -5.6% | -5.4% | -0.2% | -5.6% |
| 30D | -12.2% | -24.8% | +12.6% | -12.1% |
| 3M | +7.4% | -62.8% | +70.2% | +6.7% |
| 6M | +22.2% | -99.5% | +121.7% | +26.7% |
| YTD | -14.0% | -99.8% | +85.8% | -9.9% |
| 1Y | -27.3% | -99.9% | +72.6% | -23.2% |
| 3Y | +24.5% | -100.0% | +124.5% | +37.5% |
| 5Y | +18.9% | -100.0% | +118.9% | +32.2% |
| All | +185.7% | -100.0% | +285.6% | +264.7% |
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