+148.9%
C vs ZCMD
-100.0%
+248.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.7% |
| 7D | +2.6% | -4.1% | +6.7% | +2.6% |
| 30D | +1.9% | -22.7% | +24.6% | +2.1% |
| 3M | +2.8% | -62.5% | +65.3% | +2.0% |
| 6M | +30.6% | -99.5% | +130.0% | +34.7% |
| YTD | +19.9% | -99.7% | +119.6% | +24.9% |
| 1Y | +44.6% | -99.9% | +144.5% | +52.5% |
| 3Y | +272.1% | -100.0% | +372.1% | +312.3% |
| 5Y | +132.0% | -100.0% | +232.0% | +157.6% |
| All | +148.9% | -100.0% | +248.9% | +224.9% |
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