-47.8%
S vs ZCMD
-100.0%
+52.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +2.0% | -7.7% | +9.7% | +2.0% |
| 30D | -2.7% | -34.8% | +32.1% | -2.4% |
| 3M | -6.9% | -56.3% | +49.4% | -6.5% |
| 6M | +38.1% | -99.7% | +137.7% | +42.4% |
| YTD | +48.0% | -99.9% | +147.9% | +53.5% |
| 1Y | +34.5% | -99.9% | +134.4% | +39.7% |
| 3Y | +38.3% | -100.0% | +138.3% | +48.4% |
| 5Y | -70.9% | -100.0% | +29.1% | -66.0% |
| All | -47.8% | -100.0% | +52.2% | -37.9% |
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