-57.0%
DOCS vs ZCMD
-100.0%
+43.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.1% |
| 7D | 0.0% | +9.1% | -9.1% | 0.0% |
| 30D | +7.8% | -37.1% | +44.9% | +7.9% |
| 3M | +20.0% | -53.7% | +73.7% | +20.1% |
| 6M | +26.5% | -99.7% | +126.2% | +30.3% |
| YTD | -25.8% | -99.9% | +74.1% | -22.7% |
| 1Y | -39.5% | -99.9% | +60.4% | -36.7% |
| 3Y | +60.3% | -100.0% | +160.3% | +72.7% |
| 5Y | -57.0% | -100.0% | +43.0% | -47.9% |
| All | -57.0% | -100.0% | +43.0% | -47.9% |
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