-84.2%
OPEN vs ZCMD
-100.0%
+15.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.3% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | -13.8% | -22.7% | +8.9% | -13.6% |
| 3M | -30.9% | -62.5% | +31.6% | -31.1% |
| 6M | -40.9% | -99.5% | +58.5% | -39.2% |
| YTD | -48.5% | -99.7% | +51.2% | -46.5% |
| 1Y | -50.9% | -99.9% | +49.0% | -48.8% |
| 3Y | -20.6% | -100.0% | +79.4% | -11.9% |
| 5Y | -84.2% | -100.0% | +15.8% | -82.7% |
| All | -84.2% | -100.0% | +15.8% | -82.7% |
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