-81.0%
PATH vs ZCMD
-100.0%
+19.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +2.4% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | -1.4% | -29.9% | +28.5% | -2.0% |
| 3M | -16.4% | -54.9% | +38.4% | -17.5% |
| 6M | +23.3% | -99.7% | +122.9% | +23.3% |
| YTD | -19.8% | -99.9% | +80.0% | -19.4% |
| 1Y | -8.6% | -99.9% | +91.3% | -7.9% |
| 3Y | -24.0% | -100.0% | +75.9% | -21.6% |
| 5Y | -77.1% | -100.0% | +22.9% | -74.6% |
| All | -81.0% | -100.0% | +19.0% | -79.3% |
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