+268.2%
PR vs ZCMD
-100.0%
+368.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.1% |
| 7D | +6.7% | -2.9% | +9.6% | +6.7% |
| 30D | -6.1% | -28.5% | +22.3% | -5.9% |
| 3M | +6.9% | -56.5% | +63.4% | +7.5% |
| 6M | +14.6% | -99.7% | +114.3% | +18.4% |
| YTD | +66.1% | -99.9% | +166.0% | +73.4% |
| 1Y | +77.0% | -99.9% | +176.9% | +85.5% |
| 3Y | +93.8% | -100.0% | +193.8% | +112.1% |
| 5Y | +268.2% | -100.0% | +368.2% | +334.1% |
| All | +268.2% | -100.0% | +368.2% | +334.1% |
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