+5.3%
O vs ZCMD
-100.0%
+105.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -0.4% | -7.7% | +7.3% | -0.3% |
| 30D | +7.1% | -34.8% | +41.9% | +7.3% |
| 3M | -5.2% | -56.3% | +51.1% | -4.9% |
| 6M | -1.8% | -99.7% | +97.9% | +2.0% |
| YTD | +9.1% | -99.9% | +108.9% | +14.3% |
| 1Y | +9.7% | -99.9% | +109.6% | +15.4% |
| 3Y | +39.1% | -100.0% | +139.1% | +49.9% |
| 5Y | +8.4% | -100.0% | +108.3% | +17.7% |
| All | +5.3% | -100.0% | +105.3% | +23.4% |
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