+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 | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | +7.6% | -29.9% | +37.4% | +8.2% |
| 3M | +0.1% | -54.9% | +55.0% | +1.3% |
| 6M | +14.0% | -99.7% | +113.6% | +22.1% |
| YTD | +7.5% | -99.9% | +107.3% | +17.6% |
| 1Y | +10.1% | -99.9% | +110.0% | +21.8% |
| 3Y | +24.9% | -100.0% | +124.8% | +48.5% |
| 5Y | +46.9% | -100.0% | +146.9% | +78.6% |
| All | +139.5% | -100.0% | +239.5% | +257.4% |
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