-80.7%
RUN vs ZCMD
-100.0%
+19.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -3.4% | -2.0% | -1.3% | -3.4% |
| 30D | -14.0% | -19.8% | +5.9% | -14.0% |
| 3M | -27.5% | -62.1% | +34.6% | -26.9% |
| 6M | -29.0% | -99.5% | +70.5% | -30.4% |
| YTD | -53.1% | -99.7% | +46.6% | -54.0% |
| 1Y | -46.7% | -99.9% | +53.2% | -47.9% |
| 3Y | -38.3% | -100.0% | +61.7% | -44.0% |
| 5Y | -80.7% | -100.0% | +19.3% | -82.4% |
| All | -80.7% | -100.0% | +19.3% | -82.4% |
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