-75.2%
PATH vs ZCMD
-100.0%
+24.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.2% |
| 7D | +2.1% | -7.7% | +9.8% | +1.9% |
| 30D | +1.6% | -34.8% | +36.4% | +0.7% |
| 3M | -20.4% | -56.3% | +35.9% | -21.7% |
| 6M | +40.1% | -99.7% | +139.8% | +37.8% |
| YTD | -19.0% | -99.9% | +80.8% | -20.4% |
| 1Y | -5.8% | -99.9% | +94.1% | -7.4% |
| 3Y | -22.9% | -100.0% | +77.1% | -25.2% |
| All | -75.2% | -100.0% | +24.8% | -74.8% |
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