+86.0%
M vs ZCMD
-100.0%
+186.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.2% | -4.2% |
| 7D | -4.1% | -4.1% | +0.1% | -4.0% |
| 30D | -13.6% | -22.7% | +9.1% | -13.5% |
| 3M | -2.3% | -62.5% | +60.2% | -2.6% |
| 6M | +21.9% | -99.5% | +121.4% | +24.2% |
| YTD | -0.6% | -99.7% | +99.1% | +2.3% |
| 1Y | +29.7% | -99.9% | +129.6% | +35.1% |
| 3Y | +107.3% | -100.0% | +207.3% | +119.4% |
| 5Y | +20.5% | -100.0% | +120.5% | +27.8% |
| All | +86.0% | -100.0% | +186.0% | +94.6% |
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