-53.4%
S vs ZCMD
-100.0%
+46.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | -11.8% | -19.8% | +8.0% | -11.7% |
| 3M | +33.9% | -62.1% | +96.0% | +33.2% |
| 6M | +40.1% | -99.5% | +139.6% | +44.0% |
| YTD | +32.1% | -99.7% | +131.8% | +36.5% |
| 1Y | +11.0% | -99.9% | +110.9% | +15.2% |
| 3Y | +16.9% | -100.0% | +116.9% | +26.0% |
| 5Y | -68.9% | -100.0% | +31.1% | -65.0% |
| All | -53.4% | -100.0% | +46.6% | -44.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling