+46.2%
EXC vs ZCMD
-100.0%
+146.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -2.7% | -21.6% | +18.9% | -2.7% |
| 3M | -1.0% | -67.4% | +66.4% | -1.0% |
| 6M | -9.3% | -99.4% | +90.2% | -8.3% |
| YTD | +3.6% | -99.7% | +103.4% | +4.8% |
| 1Y | +5.9% | -99.9% | +105.8% | +7.2% |
| 3Y | +21.3% | -100.0% | +121.3% | +22.5% |
| 5Y | +46.2% | -100.0% | +146.2% | +47.8% |
| All | +46.2% | -100.0% | +146.2% | +47.8% |
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