+32.3%
DTE vs ZCMD
-100.0%
+132.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | -1.3% |
| 7D | -2.6% | -5.4% | +2.9% | -2.6% |
| 30D | -4.4% | -24.8% | +20.4% | -4.4% |
| 3M | -8.3% | -62.8% | +54.5% | -8.3% |
| 6M | -8.1% | -99.5% | +91.5% | -7.5% |
| YTD | +4.4% | -99.8% | +104.2% | +5.1% |
| 1Y | +0.2% | -99.9% | +100.1% | +0.8% |
| 3Y | +42.6% | -100.0% | +142.6% | +41.6% |
| All | +32.3% | -100.0% | +132.3% | +32.1% |
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 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