+222.5%
COP vs ZCMD
-100.0%
+322.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.3% | +0.3% |
| 7D | +2.3% | -5.4% | +7.7% | +2.4% |
| 30D | +8.6% | -24.8% | +33.4% | +8.9% |
| 3M | +19.9% | -62.8% | +82.6% | +18.4% |
| 6M | +19.0% | -99.5% | +118.6% | +27.6% |
| YTD | +50.0% | -99.8% | +149.7% | +63.5% |
| 1Y | +50.5% | -99.9% | +150.4% | +67.8% |
| 3Y | +25.2% | -100.0% | +125.2% | +48.6% |
| 5Y | +194.3% | -100.0% | +294.3% | +250.4% |
| All | +222.5% | -100.0% | +322.5% | +379.1% |
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