+225.8%
RY vs ZCMD
-100.0%
+325.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | -1.9% | -22.7% | +20.8% | -1.7% |
| 3M | +5.1% | -62.5% | +67.6% | +4.4% |
| 6M | +28.2% | -99.5% | +127.6% | +32.5% |
| YTD | +22.9% | -99.7% | +122.6% | +28.2% |
| 1Y | +45.5% | -99.9% | +145.4% | +53.4% |
| 3Y | +156.7% | -100.0% | +256.7% | +177.5% |
| 5Y | +137.7% | -100.0% | +237.7% | +157.3% |
| All | +225.8% | -100.0% | +325.8% | +277.3% |
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