+16.0%
BX vs ZCMD
-100.0%
+116.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -8.9% | -2.0% | -6.9% | -8.9% |
| 30D | -14.8% | -19.8% | +5.0% | -14.8% |
| 3M | +6.9% | -62.1% | +69.0% | +6.7% |
| 6M | +16.3% | -99.5% | +115.8% | +17.2% |
| YTD | -16.1% | -99.7% | +83.7% | -15.2% |
| 1Y | -26.8% | -99.9% | +73.1% | -26.2% |
| 3Y | +22.4% | -100.0% | +122.4% | +23.0% |
| 5Y | +16.0% | -100.0% | +116.0% | +17.2% |
| All | +16.0% | -100.0% | +116.0% | +17.2% |
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