+155.1%
QCOM vs ZCMD
-100.0%
+255.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.3% |
| 7D | +4.4% | -4.1% | +8.5% | +4.4% |
| 30D | +9.4% | -22.7% | +32.1% | +9.8% |
| 3M | -13.7% | -62.5% | +48.8% | -15.2% |
| 6M | +28.9% | -99.5% | +128.3% | +30.5% |
| YTD | +4.7% | -99.7% | +104.5% | +7.4% |
| 1Y | +13.5% | -99.9% | +113.4% | +17.7% |
| 3Y | +77.1% | -100.0% | +177.1% | +91.8% |
| 5Y | +38.9% | -100.0% | +138.9% | +51.4% |
| All | +155.1% | -100.0% | +255.1% | +240.3% |
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