+47.9%
IR vs ZCMD
-100.0%
+147.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.1% |
| 7D | +1.5% | -3.0% | +4.6% | +1.6% |
| 30D | +9.0% | -39.5% | +48.5% | +9.6% |
| 3M | -0.9% | -57.8% | +56.9% | 0.0% |
| 6M | +13.4% | -99.7% | +113.1% | +17.9% |
| YTD | +8.5% | -99.9% | +108.3% | +14.1% |
| 1Y | +11.3% | -99.9% | +111.2% | +17.6% |
| 3Y | +26.0% | -100.0% | +126.0% | +38.2% |
| 5Y | +47.9% | -100.0% | +147.9% | +66.4% |
| All | +47.9% | -100.0% | +147.9% | +66.4% |
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