-76.8%
PATH vs ZCMD
-100.0%
+23.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -5.6% | -12.9% | +7.3% | -5.9% |
| 30D | -0.7% | -45.3% | +44.6% | -1.9% |
| 3M | -5.9% | -59.4% | +53.5% | -7.5% |
| 6M | +21.6% | -99.8% | +121.4% | +19.6% |
| YTD | -20.6% | -99.9% | +79.2% | -21.9% |
| 1Y | -10.6% | -99.9% | +89.3% | -12.0% |
| 3Y | -24.9% | -100.0% | +75.1% | -26.9% |
| 5Y | -76.8% | -100.0% | +23.2% | -76.5% |
| All | -76.8% | -100.0% | +23.2% | -76.5% |
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