+484.0%
P vs ZCMD
-100.0%
+584.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -4.1% |
| 7D | +5.0% | -4.1% | +9.1% | +5.1% |
| 30D | -0.9% | -22.7% | +21.8% | -0.6% |
| 3M | +38.7% | -62.5% | +101.2% | +35.7% |
| 6M | +54.4% | -99.5% | +153.8% | +60.9% |
| YTD | +44.8% | -99.7% | +144.6% | +52.6% |
| 1Y | +22.5% | -99.9% | +122.4% | +30.6% |
| 3Y | +148.2% | -100.0% | +248.2% | +181.5% |
| 5Y | +268.9% | -100.0% | +368.9% | +319.0% |
| All | +484.0% | -100.0% | +584.0% | +724.8% |
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 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