-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 | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +0.6% |
| 30D | -1.1% | -28.5% | +27.3% | -1.7% |
| 3M | -14.2% | -56.5% | +42.4% | -15.3% |
| 6M | +30.9% | -99.7% | +130.5% | +30.7% |
| YTD | -20.1% | -99.9% | +79.8% | -19.8% |
| 1Y | -8.1% | -99.9% | +91.8% | -7.5% |
| 3Y | -24.3% | -100.0% | +75.7% | -21.9% |
| 5Y | -75.6% | -100.0% | +24.4% | -73.0% |
| 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