+141.8%
RY vs ZCMD
-100.0%
+241.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | -1.0% | -21.6% | +20.6% | -0.9% |
| 3M | +7.6% | -67.4% | +75.0% | +7.2% |
| 6M | +29.5% | -99.4% | +128.9% | +32.5% |
| YTD | +24.2% | -99.7% | +123.9% | +28.0% |
| 1Y | +46.4% | -99.9% | +146.3% | +51.9% |
| 3Y | +159.4% | -100.0% | +259.4% | +172.2% |
| 5Y | +141.8% | -100.0% | +241.8% | +152.0% |
| All | +141.8% | -100.0% | +241.8% | +152.0% |
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 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