+342.7%
DE vs ZCMD
-100.0%
+442.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.7% | -0.3% |
| 7D | -2.6% | -5.4% | +2.9% | -2.5% |
| 30D | +9.0% | -24.8% | +33.8% | +9.2% |
| 3M | +19.1% | -62.8% | +81.9% | +18.0% |
| 6M | +14.4% | -99.5% | +113.9% | +15.6% |
| YTD | +45.9% | -99.8% | +145.7% | +48.2% |
| 1Y | +43.6% | -99.9% | +143.5% | +47.0% |
| 3Y | +75.9% | -100.0% | +175.9% | +86.5% |
| 5Y | +98.8% | -100.0% | +198.8% | +110.5% |
| All | +342.7% | -100.0% | +442.7% | +430.7% |
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 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