-54.6%
PODD vs ZCMD
-100.0%
+45.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.4% |
| 7D | -10.6% | -2.0% | -8.5% | -10.6% |
| 30D | -6.9% | -19.8% | +12.9% | -7.1% |
| 3M | -10.6% | -62.1% | +51.4% | -9.9% |
| 6M | -43.5% | -99.5% | +56.0% | -41.5% |
| YTD | -52.6% | -99.7% | +47.1% | -50.7% |
| 1Y | -60.1% | -99.9% | +39.8% | -58.2% |
| 3Y | -21.7% | -100.0% | +78.3% | -16.7% |
| 5Y | -54.6% | -100.0% | +45.4% | -49.7% |
| All | -54.6% | -100.0% | +45.4% | -49.7% |
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