+518.8%
P vs ZCMD
-100.0%
+618.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.2% |
| 7D | -9.6% | +9.1% | -18.7% | -9.8% |
| 30D | -33.4% | -37.1% | +3.7% | -32.9% |
| 3M | +14.2% | -53.7% | +67.9% | +15.4% |
| 6M | +31.6% | -99.7% | +131.2% | +38.3% |
| YTD | +53.5% | -99.9% | +153.3% | +63.0% |
| 1Y | +14.2% | -99.9% | +114.1% | +21.8% |
| 3Y | +190.5% | -100.0% | +290.5% | +229.6% |
| 5Y | +256.3% | -100.0% | +356.3% | +314.9% |
| All | +518.8% | -100.0% | +618.8% | +781.2% |
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