+46.4%
RF vs ZCMD
-100.0%
+146.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.2% |
| 7D | +1.9% | -7.7% | +9.6% | +1.9% |
| 30D | +7.3% | -34.8% | +42.1% | +7.3% |
| 3M | -7.9% | -56.3% | +48.4% | -7.9% |
| 6M | +10.5% | -99.7% | +110.2% | +11.6% |
| YTD | +9.6% | -99.9% | +109.5% | +11.0% |
| 1Y | +20.3% | -99.9% | +120.2% | +21.9% |
| 3Y | +119.5% | -100.0% | +219.5% | +126.1% |
| All | +46.4% | -100.0% | +146.4% | +50.3% |
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 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