-8.8%
EW vs ZCMD
-100.0%
+91.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | +4.9% | -2.9% | +7.9% | +5.0% |
| 30D | +24.1% | -28.5% | +52.5% | +24.2% |
| 3M | +13.7% | -56.5% | +70.2% | +14.0% |
| 6M | +32.7% | -99.7% | +132.4% | +34.8% |
| YTD | +24.1% | -99.9% | +124.0% | +26.6% |
| 1Y | +23.6% | -99.9% | +123.5% | +26.3% |
| 3Y | +64.8% | -100.0% | +164.8% | +74.3% |
| 5Y | -8.8% | -100.0% | +91.2% | +1.1% |
| All | -8.8% | -100.0% | +91.2% | +1.1% |
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