-15.5%
REPL vs ZCMD
-100.0%
+84.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.7% | -8.5% |
| 7D | -13.4% | -2.0% | -11.4% | -13.5% |
| 30D | -3.0% | -19.8% | +16.8% | -3.8% |
| 3M | +56.3% | -62.1% | +118.4% | +62.4% |
| 6M | +60.9% | -99.5% | +160.4% | +43.4% |
| YTD | +36.2% | -99.7% | +136.0% | +22.4% |
| 1Y | +121.0% | -99.9% | +220.9% | +101.1% |
| 3Y | -32.8% | -100.0% | +67.2% | -32.7% |
| 5Y | -58.7% | -100.0% | +41.3% | -58.2% |
| All | -15.5% | -100.0% | +84.5% | +0.3% |
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