+612.8%
FCX vs ZCMD
-100.0%
+712.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.9% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -2.2% |
| 30D | +2.7% | -24.8% | +27.5% | +3.2% |
| 3M | +7.4% | -62.8% | +70.2% | +6.1% |
| 6M | +16.0% | -99.5% | +115.6% | +22.7% |
| YTD | +40.9% | -99.8% | +140.7% | +51.3% |
| 1Y | +56.4% | -99.9% | +156.3% | +71.3% |
| 3Y | +84.2% | -100.0% | +184.2% | +123.5% |
| 5Y | +114.6% | -100.0% | +214.6% | +161.8% |
| All | +612.8% | -100.0% | +712.7% | +954.0% |
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