+3.9%
D vs ZCMD
-100.0%
+103.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.7% |
| 7D | -0.4% | -4.1% | +3.7% | -0.4% |
| 30D | -2.1% | -22.7% | +20.6% | -2.1% |
| 3M | -0.7% | -62.5% | +61.8% | -0.8% |
| 6M | +5.6% | -99.5% | +105.0% | +5.2% |
| YTD | +14.6% | -99.7% | +114.3% | +13.9% |
| 1Y | +15.3% | -99.9% | +115.2% | +14.4% |
| 3Y | +59.1% | -100.0% | +159.1% | +55.2% |
| 5Y | +3.9% | -100.0% | +103.9% | +1.7% |
| All | +3.9% | -100.0% | +103.9% | +1.7% |
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