-77.4%
PATH vs ZCMD
-100.0%
+22.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.1% |
| 7D | -2.7% | +9.1% | -11.7% | -2.5% |
| 30D | -3.7% | -37.1% | +33.4% | -4.6% |
| 3M | -13.8% | -53.7% | +39.9% | -15.0% |
| 6M | +20.3% | -99.7% | +120.0% | +18.5% |
| YTD | -20.8% | -99.9% | +79.0% | -22.0% |
| 1Y | -9.2% | -99.9% | +90.7% | -10.6% |
| 3Y | -21.8% | -100.0% | +78.2% | -23.9% |
| 5Y | -77.4% | -100.0% | +22.6% | -77.0% |
| All | -77.4% | -100.0% | +22.6% | -77.0% |
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