+43.5%
EW vs ZCMD
-100.0%
+143.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | +4.9% | -7.7% | +12.6% | +5.0% |
| 30D | +23.9% | -34.8% | +58.7% | +24.3% |
| 3M | +15.8% | -56.3% | +72.1% | +16.3% |
| 6M | +31.7% | -99.7% | +131.3% | +35.8% |
| YTD | +25.7% | -99.9% | +125.6% | +30.7% |
| 1Y | +24.4% | -99.9% | +124.3% | +29.9% |
| 3Y | +65.9% | -100.0% | +165.9% | +80.7% |
| 5Y | -7.6% | -100.0% | +92.4% | +2.3% |
| All | +43.5% | -100.0% | +143.5% | +67.9% |
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