+98.8%
NOW vs ZCMD
-100.0%
+198.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.3% |
| 7D | -4.1% | -4.1% | 0.0% | -4.1% |
| 30D | +2.9% | -22.7% | +25.6% | +2.6% |
| 3M | +22.6% | -62.5% | +85.1% | +23.6% |
| 6M | +7.5% | -99.5% | +107.0% | +9.2% |
| YTD | -14.4% | -99.7% | +85.3% | -11.8% |
| 1Y | -29.8% | -99.9% | +70.1% | -26.5% |
| 3Y | +9.2% | -100.0% | +109.2% | +19.7% |
| 5Y | +0.8% | -100.0% | +100.8% | +10.9% |
| All | +98.8% | -100.0% | +198.8% | +154.2% |
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