+131.6%
C vs ZCMD
-100.0%
+231.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.2% | -1.4% | +4.6% | +3.2% |
| 30D | +1.3% | -21.6% | +22.9% | +1.3% |
| 3M | +3.1% | -67.4% | +70.5% | +2.7% |
| 6M | +29.6% | -99.4% | +129.1% | +30.6% |
| YTD | +19.0% | -99.7% | +118.7% | +20.3% |
| 1Y | +45.6% | -99.9% | +145.5% | +47.8% |
| 3Y | +269.3% | -100.0% | +369.3% | +284.5% |
| 5Y | +131.6% | -100.0% | +231.6% | +139.0% |
| All | +131.6% | -100.0% | +231.6% | +139.0% |
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