+61.3%
CI vs ZCMD
-100.0%
+161.3%
-37.9%
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% | +0.9% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | +0.5% | -22.7% | +23.2% | +0.3% |
| 3M | -5.2% | -62.5% | +57.3% | -4.3% |
| 6M | +4.3% | -99.5% | +103.8% | +4.3% |
| YTD | +2.8% | -99.7% | +102.5% | +2.5% |
| 1Y | -5.8% | -99.9% | +94.1% | -6.3% |
| 3Y | +4.7% | -100.0% | +104.7% | +2.7% |
| 5Y | +42.7% | -100.0% | +142.7% | +40.1% |
| All | +61.3% | -100.0% | +161.3% | +65.5% |
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