+544.8%
CAPR vs ZCMD
-100.0%
+644.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -4.8% |
| 7D | -12.6% | -4.1% | -8.5% | -12.5% |
| 30D | +124.4% | -22.7% | +147.1% | +126.0% |
| 3M | -66.8% | -62.5% | -4.3% | -68.0% |
| 6M | -71.8% | -99.5% | +27.7% | -64.3% |
| YTD | -70.1% | -99.7% | +29.7% | -59.8% |
| 1Y | +33.3% | -99.9% | +133.2% | +92.4% |
| 3Y | +36.7% | -100.0% | +136.7% | +107.0% |
| 5Y | +72.5% | -100.0% | +172.4% | +164.3% |
| All | +544.8% | -100.0% | +644.8% | +1,112.7% |
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