+114.8%
CSCO vs ZCMD
-100.0%
+214.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.2% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -10.7% | -22.7% | +12.0% | -10.7% |
| 3M | -8.7% | -62.5% | +53.8% | -9.0% |
| 6M | +44.9% | -99.5% | +144.4% | +41.5% |
| YTD | +44.1% | -99.7% | +143.9% | +40.2% |
| 1Y | +65.9% | -99.9% | +165.8% | +61.0% |
| 3Y | +109.0% | -100.0% | +209.0% | +101.1% |
| 5Y | +114.8% | -100.0% | +214.8% | +103.5% |
| All | +114.8% | -100.0% | +214.8% | +103.5% |
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