-52.9%
REPL vs ZCMD
-100.0%
+47.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -5.7% | -1.4% | -4.3% | -5.8% |
| 30D | +22.5% | -21.6% | +44.0% | +21.1% |
| 3M | +64.7% | -67.4% | +132.0% | +69.4% |
| 6M | +83.0% | -99.4% | +182.5% | +52.3% |
| YTD | +52.0% | -99.7% | +151.7% | +26.0% |
| 1Y | +144.5% | -99.9% | +244.4% | +102.7% |
| 3Y | -25.1% | -100.0% | +74.9% | -33.4% |
| 5Y | -52.9% | -100.0% | +47.1% | -57.6% |
| All | -52.9% | -100.0% | +47.1% | -57.6% |
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 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