+27.2%
NSC vs ZCMD
-100.0%
+127.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +1.8% |
| 7D | -5.4% | +9.1% | -14.4% | -5.4% |
| 30D | +2.9% | -37.1% | +40.1% | +3.1% |
| 3M | -2.2% | -53.7% | +51.6% | -2.0% |
| 6M | +5.3% | -99.7% | +104.9% | +8.5% |
| YTD | +14.8% | -99.9% | +114.6% | +18.6% |
| 1Y | +16.6% | -99.9% | +116.5% | +20.7% |
| 3Y | +78.6% | -100.0% | +178.6% | +86.1% |
| 5Y | +27.2% | -100.0% | +127.2% | +33.8% |
| All | +27.2% | -100.0% | +127.2% | +33.8% |
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