+4.3%
D vs ZCMD
-100.0%
+104.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.2% |
| 7D | +2.4% | -3.0% | +5.4% | +2.4% |
| 30D | +10.9% | -39.5% | +50.4% | +10.9% |
| 3M | +2.8% | -57.8% | +60.7% | +2.9% |
| 6M | +12.7% | -99.7% | +112.4% | +12.2% |
| YTD | +20.3% | -99.9% | +120.2% | +19.4% |
| 1Y | +17.1% | -99.9% | +117.0% | +16.2% |
| 3Y | +75.1% | -100.0% | +175.1% | +71.3% |
| 5Y | +13.1% | -100.0% | +113.1% | +10.7% |
| All | +4.3% | -100.0% | +104.3% | +0.2% |
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 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