-4.3%
ES vs ZCMD
-100.0%
+95.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -1.0% | -22.7% | +21.7% | -1.0% |
| 3M | +1.5% | -62.5% | +64.0% | +1.4% |
| 6M | -3.5% | -99.5% | +96.0% | -2.3% |
| YTD | +7.0% | -99.7% | +106.7% | +8.4% |
| 1Y | +15.3% | -99.9% | +115.2% | +16.9% |
| 3Y | +30.2% | -100.0% | +130.2% | +31.5% |
| 5Y | -4.3% | -100.0% | +95.7% | -3.3% |
| All | -4.3% | -100.0% | +95.7% | -3.3% |
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