+102.3%
INTC vs ZCMD
-100.0%
+202.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.6% |
| 7D | +9.4% | -2.0% | +11.5% | +9.5% |
| 30D | +2.7% | -19.8% | +22.5% | +2.8% |
| 3M | -6.3% | -62.1% | +55.8% | -6.5% |
| 6M | +114.5% | -99.5% | +213.9% | +115.0% |
| YTD | +171.9% | -99.7% | +271.6% | +171.7% |
| 1Y | +305.0% | -99.9% | +404.9% | +302.5% |
| 3Y | +168.3% | -100.0% | +268.3% | +174.1% |
| 5Y | +102.3% | -100.0% | +202.3% | +108.4% |
| All | +102.3% | -100.0% | +202.3% | +108.4% |
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 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