+87.3%
LOW vs ZCMD
-100.0%
+187.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.2% |
| 7D | -3.7% | -5.4% | +1.7% | -3.7% |
| 30D | -8.9% | -24.8% | +15.9% | -8.6% |
| 3M | -10.4% | -62.8% | +52.4% | -11.2% |
| 6M | -19.4% | -99.5% | +80.1% | -14.4% |
| YTD | -17.1% | -99.8% | +82.6% | -10.9% |
| 1Y | -26.3% | -99.9% | +73.6% | -19.4% |
| 3Y | -9.9% | -100.0% | +90.1% | +3.0% |
| 5Y | +6.1% | -100.0% | +106.1% | +21.3% |
| All | +87.3% | -100.0% | +187.3% | +154.7% |
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