-58.8%
RUN vs ZCMD
-100.0%
+41.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.3% | -0.7% |
| 7D | -3.7% | -5.4% | +1.7% | -3.7% |
| 30D | -13.0% | -24.8% | +11.8% | -12.8% |
| 3M | -31.8% | -62.8% | +31.0% | -32.2% |
| 6M | -32.2% | -99.5% | +67.3% | -28.2% |
| YTD | -53.5% | -99.8% | +46.3% | -49.8% |
| 1Y | -46.5% | -99.9% | +53.4% | -40.9% |
| 3Y | -37.6% | -100.0% | +62.4% | -26.0% |
| 5Y | -80.9% | -100.0% | +19.1% | -77.2% |
| All | -58.8% | -100.0% | +41.2% | -38.0% |
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