+59.6%
DD vs ZCMD
-100.0%
+159.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -2.6% |
| 7D | -3.8% | -4.1% | +0.4% | -3.7% |
| 30D | -9.2% | -22.7% | +13.5% | -9.1% |
| 3M | -9.0% | -62.5% | +53.5% | -9.4% |
| 6M | -5.0% | -99.5% | +94.5% | -3.4% |
| YTD | +7.4% | -99.7% | +107.1% | +9.7% |
| 1Y | +35.1% | -99.9% | +135.0% | +38.5% |
| 3Y | +43.2% | -100.0% | +143.2% | +47.0% |
| 5Y | +59.6% | -100.0% | +159.6% | +63.5% |
| All | +59.6% | -100.0% | +159.6% | +63.5% |
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