+502.2%
RCAT vs ZCMD
-100.0%
+602.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.0% | -10.5% | -6.5% |
| 7D | -2.3% | -4.1% | +1.9% | -2.3% |
| 30D | -18.7% | -22.7% | +4.0% | -18.6% |
| 3M | -29.3% | -62.5% | +33.2% | -29.4% |
| 6M | -42.3% | -99.5% | +57.1% | -38.5% |
| YTD | +2.5% | -99.7% | +102.3% | +13.7% |
| 1Y | -5.7% | -99.9% | +94.2% | +9.8% |
| 3Y | +764.9% | -100.0% | +864.9% | +1,149.4% |
| 5Y | +182.3% | -100.0% | +282.3% | +303.8% |
| All | +502.2% | -100.0% | +602.2% | +1,113.0% |
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