+309.5%
COR vs ZCMD
-100.0%
+409.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -4.8% | -2.0% | -2.8% | -4.8% |
| 30D | -3.7% | -19.8% | +16.1% | -3.8% |
| 3M | +14.3% | -62.1% | +76.4% | +14.7% |
| 6M | -8.5% | -99.5% | +91.0% | -9.3% |
| YTD | -4.4% | -99.7% | +95.3% | -5.3% |
| 1Y | +9.1% | -99.9% | +109.0% | +8.3% |
| 3Y | +85.2% | -100.0% | +185.2% | +86.8% |
| 5Y | +180.7% | -100.0% | +280.7% | +183.0% |
| All | +309.5% | -100.0% | +409.5% | +338.4% |
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