+147.9%
OXY vs ZCMD
-100.0%
+247.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.5% |
| 7D | +2.8% | -5.4% | +8.3% | +2.9% |
| 30D | +5.5% | -24.8% | +30.2% | +5.6% |
| 3M | +11.3% | -62.8% | +74.1% | +10.7% |
| 6M | +11.6% | -99.5% | +111.1% | +14.5% |
| YTD | +51.6% | -99.8% | +151.3% | +56.5% |
| 1Y | +36.2% | -99.9% | +136.1% | +41.5% |
| 3Y | +1.7% | -100.0% | +101.7% | +5.5% |
| All | +147.9% | -100.0% | +247.9% | +167.1% |
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