+28.2%
M vs ZCMD
-100.0%
+128.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | -11.6% | -21.6% | +10.0% | -11.5% |
| 3M | +1.6% | -67.4% | +69.0% | +1.6% |
| 6M | +25.2% | -99.4% | +124.7% | +25.1% |
| YTD | +3.8% | -99.7% | +103.5% | +4.3% |
| 1Y | +36.3% | -99.9% | +136.2% | +37.7% |
| 3Y | +116.3% | -100.0% | +216.3% | +113.2% |
| 5Y | +28.2% | -100.0% | +128.2% | +27.5% |
| All | +28.2% | -100.0% | +128.2% | +27.5% |
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