+203.5%
CSCO vs ZCMD
-100.0%
+303.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -1.1% | -2.0% | +1.0% | -1.1% |
| 30D | -10.8% | -19.8% | +9.0% | -10.8% |
| 3M | -9.2% | -62.1% | +52.8% | -9.5% |
| 6M | +39.5% | -99.5% | +139.0% | +37.4% |
| YTD | +41.5% | -99.7% | +141.3% | +39.1% |
| 1Y | +61.0% | -99.9% | +160.9% | +58.2% |
| 3Y | +105.2% | -100.0% | +205.2% | +102.4% |
| 5Y | +113.4% | -100.0% | +213.4% | +110.6% |
| All | +203.5% | -100.0% | +303.5% | +206.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling