+112.4%
C vs ZCMD
-100.0%
+212.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.4% |
| 7D | -0.9% | +9.1% | -10.0% | -0.9% |
| 30D | -5.4% | -37.1% | +31.7% | -5.3% |
| 3M | -9.2% | -53.7% | +44.5% | -9.0% |
| 6M | -1.8% | -99.7% | +97.8% | -1.0% |
| YTD | +6.7% | -99.9% | +106.5% | +7.9% |
| 1Y | +23.5% | -99.9% | +123.4% | +25.2% |
| 3Y | +219.8% | -100.0% | +319.8% | +231.4% |
| 5Y | +112.4% | -100.0% | +212.4% | +123.8% |
| All | +112.4% | -100.0% | +212.4% | +123.8% |
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