-27.8%
DT vs ZCMD
-100.0%
+72.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.6% |
| 7D | -0.5% | -4.1% | +3.6% | -0.6% |
| 30D | +0.1% | -22.7% | +22.8% | -0.1% |
| 3M | +24.1% | -62.5% | +86.6% | +24.6% |
| 6M | +30.1% | -99.5% | +129.6% | +30.6% |
| YTD | +16.8% | -99.7% | +116.5% | +18.2% |
| 1Y | -0.1% | -99.9% | +99.8% | +2.0% |
| 3Y | +6.8% | -100.0% | +106.8% | +8.1% |
| All | -27.8% | -100.0% | +72.2% | -26.3% |
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