+180.9%
COR vs ZCMD
-100.0%
+280.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.4% |
| 7D | -3.9% | -4.1% | +0.3% | -3.9% |
| 30D | -0.3% | -22.7% | +22.4% | -0.5% |
| 3M | +15.9% | -62.5% | +78.4% | +16.4% |
| 6M | -10.3% | -99.5% | +89.2% | -12.0% |
| YTD | -3.7% | -99.7% | +96.0% | -5.8% |
| 1Y | +9.1% | -99.9% | +109.0% | +6.5% |
| 3Y | +86.6% | -100.0% | +186.6% | +83.6% |
| 5Y | +180.9% | -100.0% | +280.9% | +174.0% |
| All | +180.9% | -100.0% | +280.9% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling