+139.5%
IR vs ZCMD
-100.0%
+239.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | +2.5% | -7.7% | +10.2% | +2.7% |
| 30D | +9.2% | -34.8% | +43.9% | +10.0% |
| 3M | +0.9% | -56.3% | +57.3% | +2.2% |
| 6M | +19.2% | -99.7% | +118.9% | +27.9% |
| YTD | +7.5% | -99.9% | +107.3% | +17.7% |
| 1Y | +11.7% | -99.9% | +111.6% | +23.6% |
| 3Y | +23.9% | -100.0% | +123.9% | +47.3% |
| 5Y | +46.4% | -100.0% | +146.4% | +78.2% |
| All | +139.5% | -100.0% | +239.5% | +257.9% |
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