+157.7%
RF vs ZCMD
-100.0%
+257.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.2% |
| 7D | -0.1% | +9.1% | -9.2% | -0.2% |
| 30D | +7.0% | -37.1% | +44.1% | +7.4% |
| 3M | -7.0% | -53.7% | +46.7% | -6.6% |
| 6M | +6.8% | -99.7% | +106.4% | +12.1% |
| YTD | +9.9% | -99.9% | +109.8% | +16.7% |
| 1Y | +21.1% | -99.9% | +121.0% | +29.5% |
| 3Y | +119.6% | -100.0% | +219.6% | +150.7% |
| 5Y | +46.2% | -100.0% | +146.2% | +69.6% |
| All | +157.7% | -100.0% | +257.7% | +285.1% |
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