+186.0%
DECK vs ZCMD
-100.0%
+286.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.7% |
| 7D | +0.1% | -7.7% | +7.8% | +0.2% |
| 30D | +4.8% | -34.8% | +39.6% | +5.3% |
| 3M | -6.9% | -56.3% | +49.4% | -6.2% |
| 6M | -7.6% | -99.7% | +92.1% | -1.9% |
| YTD | -16.3% | -99.9% | +83.6% | -9.8% |
| 1Y | +4.5% | -99.9% | +104.4% | +13.1% |
| 3Y | -17.1% | -100.0% | +82.9% | -5.0% |
| 5Y | +21.9% | -100.0% | +121.9% | +42.7% |
| All | +186.0% | -100.0% | +286.0% | +297.7% |
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