+754.0%
CIEN vs ZCMD
-100.0%
+854.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.1% | +11.5% | +4.5% |
| 7D | +8.9% | -5.4% | +14.3% | +8.9% |
| 30D | -19.1% | -24.8% | +5.7% | -19.0% |
| 3M | -21.5% | -62.8% | +41.3% | -22.0% |
| 6M | +2.8% | -99.5% | +102.4% | +5.5% |
| YTD | +49.5% | -99.8% | +149.2% | +53.7% |
| 1Y | +163.8% | -99.9% | +263.7% | +173.1% |
| 3Y | +615.8% | -100.0% | +715.8% | +656.5% |
| 5Y | +548.4% | -100.0% | +648.4% | +588.4% |
| All | +754.0% | -100.0% | +854.0% | +894.8% |
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 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