+164.1%
F vs ZCMD
-100.0%
+264.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -4.2% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | +1.2% | -21.6% | +22.8% | +1.5% |
| 3M | -5.7% | -67.4% | +61.7% | -6.7% |
| 6M | +17.9% | -99.4% | +117.4% | +22.1% |
| YTD | +10.4% | -99.7% | +110.2% | +16.5% |
| 1Y | +25.3% | -99.9% | +125.2% | +34.9% |
| 3Y | +37.5% | -100.0% | +137.4% | +57.6% |
| 5Y | +46.5% | -100.0% | +146.5% | +67.9% |
| All | +164.1% | -100.0% | +264.0% | +224.0% |
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