-4.1%
ES vs ZCMD
-100.0%
+95.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +0.9% |
| 30D | +5.9% | -39.5% | +45.4% | +6.0% |
| 3M | -1.0% | -57.8% | +56.8% | -0.9% |
| 6M | +7.2% | -99.7% | +106.8% | +8.6% |
| YTD | +7.0% | -99.9% | +106.8% | +8.6% |
| 1Y | +0.5% | -99.9% | +100.4% | +2.0% |
| 3Y | +48.7% | -100.0% | +148.6% | +51.2% |
| 5Y | +1.9% | -100.0% | +101.9% | +3.9% |
| All | -4.1% | -100.0% | +95.9% | -5.2% |
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