+227.1%
RCL vs ZCMD
-100.0%
+327.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.8% | -1.8% |
| 7D | -2.2% | -4.1% | +1.9% | -2.2% |
| 30D | -15.7% | -22.7% | +7.1% | -15.7% |
| 3M | -8.0% | -62.5% | +54.5% | -7.7% |
| 6M | -10.1% | -99.5% | +89.3% | -6.9% |
| YTD | -5.9% | -99.7% | +93.8% | -1.6% |
| 1Y | -23.5% | -99.9% | +76.4% | -19.5% |
| 3Y | +174.4% | -100.0% | +274.4% | +201.5% |
| 5Y | +227.1% | -100.0% | +327.1% | +267.8% |
| All | +227.1% | -100.0% | +327.1% | +267.8% |
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