+26.8%
PL vs ZCMD
-100.0%
+126.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +10.3% |
| 7D | -6.8% | -4.4% | -2.4% | -6.8% |
| 30D | -29.3% | -43.0% | +13.7% | -28.7% |
| 3M | -44.8% | -54.9% | +10.1% | -44.2% |
| 6M | -68.4% | -99.8% | +31.4% | -67.1% |
| YTD | -36.4% | -99.9% | +63.5% | -33.4% |
| 1Y | +0.7% | -99.9% | +100.6% | +6.1% |
| 3Y | +455.3% | -100.0% | +555.3% | +509.1% |
| 5Y | +22.7% | -100.0% | +122.7% | +39.8% |
| All | +26.8% | -100.0% | +126.8% | +44.3% |
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