-15.8%
F vs ZCMD
-100.0%
+84.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +1.6% | -4.4% | +6.0% | +1.6% |
| 30D | +2.6% | -43.0% | +45.6% | +3.1% |
| 3M | -8.8% | -54.9% | +46.0% | -8.4% |
| 6M | +4.6% | -99.8% | +104.4% | +5.3% |
| YTD | -1.9% | -99.9% | +98.0% | -0.9% |
| 1Y | -0.8% | -99.9% | +99.1% | +0.7% |
| 3Y | +43.5% | -100.0% | +143.5% | +47.0% |
| All | -15.8% | -100.0% | +84.2% | -13.3% |
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