+225.4%
COST vs ZCMD
-100.0%
+325.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.3% | +0.3% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -4.7% | -24.8% | +20.1% | -4.7% |
| 3M | -7.1% | -62.8% | +55.7% | -7.2% |
| 6M | -8.5% | -99.5% | +91.0% | -8.1% |
| YTD | +5.4% | -99.8% | +105.1% | +5.8% |
| 1Y | -5.6% | -99.9% | +94.3% | -5.4% |
| 3Y | +68.5% | -100.0% | +168.5% | +69.6% |
| 5Y | +105.2% | -100.0% | +205.2% | +106.9% |
| All | +225.4% | -100.0% | +325.3% | +243.0% |
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 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