-34.3%
REPL vs ZCMD
-100.0%
+65.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +0.6% |
| 7D | +9.8% | -2.9% | +12.7% | +9.6% |
| 30D | +81.5% | -28.5% | +110.0% | +78.0% |
| 3M | +44.2% | -56.5% | +100.8% | +37.9% |
| 6M | +437.4% | -99.7% | +537.1% | +332.9% |
| YTD | +126.1% | -99.9% | +226.0% | +80.9% |
| 1Y | +143.1% | -99.9% | +243.0% | +94.4% |
| 3Y | +97.8% | -100.0% | +197.8% | +68.5% |
| 5Y | -34.3% | -100.0% | +65.7% | -42.8% |
| All | -34.3% | -100.0% | +65.7% | -42.8% |
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