-71.5%
S vs ZCMD
-100.0%
+28.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -5.8% | -1.4% | -4.4% | -5.8% |
| 30D | -9.2% | -21.6% | +12.4% | -9.1% |
| 3M | +23.4% | -67.4% | +90.7% | +22.9% |
| 6M | +36.9% | -99.4% | +136.4% | +40.0% |
| YTD | +29.5% | -99.7% | +129.3% | +33.2% |
| 1Y | +5.4% | -99.9% | +105.3% | +8.7% |
| 3Y | +14.7% | -100.0% | +114.7% | +21.7% |
| 5Y | -71.5% | -100.0% | +28.5% | -69.0% |
| All | -71.5% | -100.0% | +28.5% | -69.0% |
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