+387.8%
GOOG vs ZCMD
-100.0%
+487.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.1% | +8.6% | +1.6% |
| 7D | 0.0% | -5.4% | +5.5% | +0.1% |
| 30D | -2.0% | -24.8% | +22.8% | -1.7% |
| 3M | -5.9% | -62.8% | +56.9% | -6.6% |
| 6M | +8.9% | -99.5% | +108.4% | +13.1% |
| YTD | +7.1% | -99.8% | +106.9% | +12.0% |
| 1Y | +39.7% | -99.9% | +139.6% | +47.4% |
| 3Y | +145.8% | -100.0% | +245.8% | +164.8% |
| 5Y | +138.6% | -100.0% | +238.6% | +158.2% |
| All | +387.8% | -100.0% | +487.8% | +475.8% |
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