+221.2%
RY vs ZCMD
-100.0%
+321.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +4.7% | -28.5% | +33.2% | +5.0% |
| 3M | -4.5% | -56.5% | +52.1% | -3.9% |
| 6M | +12.5% | -99.7% | +112.2% | +16.7% |
| YTD | +21.1% | -99.9% | +121.0% | +27.0% |
| 1Y | +38.6% | -99.9% | +138.6% | +46.0% |
| 3Y | +160.2% | -100.0% | +260.2% | +181.8% |
| 5Y | +124.7% | -100.0% | +224.7% | +145.5% |
| All | +221.2% | -100.0% | +321.2% | +273.8% |
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