-74.2%
OPEN vs ZCMD
-100.0%
+25.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.7% | -0.2% |
| 7D | -11.4% | -5.4% | -6.0% | -11.3% |
| 30D | -20.1% | -24.8% | +4.7% | -19.6% |
| 3M | -37.6% | -62.8% | +25.2% | -38.4% |
| 6M | -47.1% | -99.5% | +52.5% | -41.8% |
| YTD | -52.1% | -99.8% | +47.6% | -46.0% |
| 1Y | -73.5% | -99.9% | +26.4% | -69.1% |
| 3Y | -24.4% | -100.0% | +75.6% | +0.9% |
| 5Y | -85.1% | -100.0% | +14.9% | -79.9% |
| All | -74.2% | -100.0% | +25.8% | -64.5% |
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