+2,399.6%
FIX vs ZCMD
-100.0%
+2,499.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +9.4% |
| 7D | -7.2% | +9.1% | -16.3% | -7.3% |
| 30D | -35.1% | -37.1% | +2.0% | -34.9% |
| 3M | -34.3% | -53.7% | +19.4% | -34.0% |
| 6M | -42.9% | -99.7% | +56.7% | -43.4% |
| YTD | +19.5% | -99.9% | +119.3% | +17.9% |
| 1Y | +16.8% | -99.9% | +116.7% | +15.0% |
| 3Y | +506.7% | -100.0% | +606.7% | +498.1% |
| 5Y | +1,046.7% | -100.0% | +1,146.7% | +1,035.0% |
| All | +2,399.6% | -100.0% | +2,499.6% | +2,521.9% |
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