+151.2%
RSG vs ZCMD
-100.0%
+251.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.7% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | +4.0% | -24.8% | +28.7% | +3.9% |
| 3M | +7.4% | -62.8% | +70.2% | +7.5% |
| 6M | +0.1% | -99.5% | +99.6% | +1.3% |
| YTD | +6.0% | -99.8% | +105.8% | +7.5% |
| 1Y | -3.0% | -99.9% | +96.9% | -1.5% |
| 3Y | +56.5% | -100.0% | +156.5% | +58.3% |
| 5Y | +90.9% | -100.0% | +190.9% | +93.0% |
| All | +151.2% | -100.0% | +251.2% | +154.3% |
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