+45.9%
NSC vs ZCMD
-100.0%
+145.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -1.9% | -21.6% | +19.6% | -1.9% |
| 3M | +6.2% | -67.4% | +73.6% | +5.6% |
| 6M | +9.2% | -99.4% | +108.6% | +12.4% |
| YTD | +15.0% | -99.7% | +114.8% | +18.8% |
| 1Y | +21.1% | -99.9% | +121.0% | +25.5% |
| 3Y | +78.6% | -100.0% | +178.6% | +86.3% |
| 5Y | +45.9% | -100.0% | +145.9% | +52.0% |
| All | +45.9% | -100.0% | +145.9% | +52.0% |
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