+29.7%
Q vs ZCMD
-99.8%
+129.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +6.7% | -1.4% | +8.1% | +6.8% |
| 30D | -10.6% | -21.6% | +11.0% | -10.3% |
| 3M | -14.6% | -67.4% | +52.8% | -15.1% |
| 6M | +12.1% | -99.4% | +111.5% | +21.6% |
| YTD | +51.3% | -99.7% | +151.0% | +69.7% |
| All | +29.7% | -99.8% | +129.5% | +49.2% |
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 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