+6.0%
LOW vs ZCMD
-100.0%
+106.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -2.6% | -2.0% | -0.6% | -2.6% |
| 30D | -11.1% | -19.8% | +8.7% | -11.0% |
| 3M | -8.5% | -62.1% | +53.6% | -8.8% |
| 6M | -20.8% | -99.5% | +78.6% | -17.7% |
| YTD | -17.2% | -99.7% | +82.5% | -13.3% |
| 1Y | -24.7% | -99.9% | +75.2% | -20.6% |
| 3Y | -9.7% | -100.0% | +90.2% | -3.6% |
| 5Y | +6.0% | -100.0% | +106.0% | +11.9% |
| All | +6.0% | -100.0% | +106.0% | +11.9% |
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 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