-2.4%
M vs ZCMD
-100.0%
+97.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -3.3% | +1.4% | -4.7% | -3.3% |
| 30D | +8.1% | -29.8% | +37.9% | +8.3% |
| 3M | +2.2% | -54.9% | +57.1% | +2.6% |
| 6M | +35.1% | -99.7% | +134.8% | +35.8% |
| YTD | +15.8% | -99.9% | +115.7% | +17.1% |
| 1Y | +25.8% | -99.9% | +125.7% | +27.6% |
| 3Y | +156.2% | -100.0% | +256.2% | +154.9% |
| 5Y | -2.4% | -100.0% | +97.6% | -1.9% |
| All | -2.4% | -100.0% | +97.6% | -1.9% |
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