+3,526.5%
FIX vs ZCMD
-100.0%
+3,626.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.1% |
| 7D | +3.5% | -4.1% | +7.7% | +3.6% |
| 30D | -3.5% | -22.7% | +19.2% | -3.4% |
| 3M | -11.8% | -62.5% | +50.7% | -12.5% |
| 6M | +17.8% | -99.5% | +117.2% | +16.3% |
| YTD | +73.3% | -99.7% | +173.0% | +70.4% |
| 1Y | +128.1% | -99.9% | +228.0% | +123.4% |
| 3Y | +772.7% | -100.0% | +872.6% | +757.9% |
| 5Y | +2,166.4% | -100.0% | +2,266.4% | +2,129.8% |
| All | +3,526.5% | -100.0% | +3,626.5% | +3,690.4% |
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