+281.3%
P vs ZCMD
-100.0%
+381.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.4% |
| 7D | +6.5% | -8.0% | +14.5% | +6.6% |
| 30D | +18.8% | -27.9% | +46.7% | +19.1% |
| 3M | +26.7% | -74.6% | +101.3% | +24.9% |
| 6M | +62.2% | -99.5% | +161.6% | +59.9% |
| YTD | +48.5% | -99.7% | +148.2% | +45.3% |
| 1Y | +26.4% | -99.9% | +126.3% | +22.6% |
| 3Y | +159.4% | -100.0% | +259.4% | +142.6% |
| All | +281.3% | -100.0% | +381.3% | +261.7% |
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