+14.6%
D vs ZCMD
-100.0%
+114.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | +0.8% | +9.1% | -8.3% | +0.8% |
| 30D | +10.7% | -37.1% | +47.8% | +10.7% |
| 3M | +2.3% | -53.7% | +56.0% | +2.3% |
| 6M | +12.5% | -99.7% | +112.1% | +12.1% |
| YTD | +20.1% | -99.9% | +119.9% | +19.4% |
| 1Y | +15.6% | -99.9% | +115.5% | +14.7% |
| 3Y | +75.2% | -100.0% | +175.2% | +70.4% |
| 5Y | +14.6% | -100.0% | +114.6% | +12.3% |
| All | +14.6% | -100.0% | +114.6% | +12.3% |
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