-27.5%
DOW vs ZCMD
-100.0%
+72.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | +5.2% | -7.7% | +12.9% | +5.3% |
| 30D | +13.2% | -34.8% | +48.0% | +13.6% |
| 3M | +10.1% | -56.3% | +66.4% | +10.8% |
| 6M | -13.1% | -99.7% | +86.6% | -10.4% |
| YTD | +46.1% | -99.9% | +146.0% | +51.9% |
| 1Y | +50.0% | -99.9% | +149.9% | +56.3% |
| 3Y | -20.2% | -100.0% | +79.8% | -16.1% |
| All | -27.5% | -100.0% | +72.5% | -23.8% |
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