+90.0%
RSG vs ZCMD
-100.0%
+190.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | +4.0% | -24.8% | +28.7% | +4.0% |
| 3M | +7.4% | -62.8% | +70.2% | +7.4% |
| 6M | +0.1% | -99.5% | +99.6% | +1.8% |
| YTD | +6.0% | -99.8% | +105.8% | +8.1% |
| 1Y | -3.0% | -99.9% | +96.9% | -0.7% |
| 3Y | +56.5% | -100.0% | +156.5% | +60.5% |
| All | +90.0% | -100.0% | +190.0% | +94.7% |
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