+107.7%
COST vs ZCMD
-100.0%
+207.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -7.1% | -62.8% | +55.7% | -7.0% |
| 6M | -8.5% | -99.5% | +91.0% | -9.3% |
| YTD | +5.4% | -99.8% | +105.1% | +4.1% |
| 1Y | -5.6% | -99.9% | +94.3% | -7.4% |
| 3Y | +68.5% | -100.0% | +168.5% | +60.9% |
| All | +107.7% | -100.0% | +207.7% | +93.2% |
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