-46.7%
QS vs ZCMD
-100.0%
+53.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.1% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -17.2% | -24.8% | +7.5% | -16.7% |
| 3M | -27.0% | -62.8% | +35.8% | -27.9% |
| 6M | -24.6% | -99.5% | +75.0% | -16.3% |
| YTD | -49.3% | -99.8% | +50.4% | -42.3% |
| 1Y | -40.3% | -99.9% | +59.6% | -29.9% |
| 3Y | -23.8% | -100.0% | +76.2% | -5.1% |
| 5Y | -75.0% | -100.0% | +25.0% | -68.3% |
| All | -46.7% | -100.0% | +53.3% | -51.6% |
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