+44.1%
PL vs ZCMD
-100.0%
+144.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.6% |
| 7D | +5.6% | -3.0% | +8.6% | +5.7% |
| 30D | -16.9% | -39.5% | +22.6% | -16.3% |
| 3M | -38.2% | -57.8% | +19.6% | -37.6% |
| 6M | -63.4% | -99.7% | +36.2% | -62.0% |
| YTD | -27.6% | -99.9% | +72.2% | -24.2% |
| 1Y | +6.6% | -99.9% | +106.5% | +12.1% |
| 3Y | +557.6% | -100.0% | +657.6% | +620.8% |
| 5Y | +39.5% | -100.0% | +139.5% | +58.9% |
| All | +44.1% | -100.0% | +144.1% | +64.2% |
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