+56.8%
SAP vs ZCMD
-100.0%
+156.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +2.6% | -21.6% | +24.2% | +2.4% |
| 3M | +16.3% | -67.4% | +83.6% | +17.1% |
| 6M | +6.4% | -99.4% | +105.8% | +9.0% |
| YTD | -11.4% | -99.7% | +88.3% | -8.4% |
| 1Y | -20.4% | -99.9% | +79.5% | -16.8% |
| 3Y | +56.5% | -100.0% | +156.5% | +68.4% |
| 5Y | +56.8% | -100.0% | +156.8% | +65.0% |
| All | +56.8% | -100.0% | +156.8% | +65.0% |
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