+178.4%
DECK vs ZCMD
-100.0%
+278.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -4.3% |
| 7D | -3.7% | -2.9% | -0.7% | -3.6% |
| 30D | +0.6% | -28.5% | +29.1% | +1.0% |
| 3M | -7.3% | -56.5% | +49.2% | -6.6% |
| 6M | -10.9% | -99.7% | +88.7% | -5.5% |
| YTD | -18.5% | -99.9% | +81.4% | -12.2% |
| 1Y | +0.2% | -99.9% | +100.1% | +8.4% |
| 3Y | -19.8% | -100.0% | +80.2% | -8.0% |
| 5Y | +18.7% | -100.0% | +118.7% | +38.9% |
| All | +178.4% | -100.0% | +278.4% | +287.1% |
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