+75.7%
SAP vs ZCMD
-100.0%
+175.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -2.5% | +1.4% | -3.8% | -2.5% |
| 30D | +7.5% | -29.9% | +37.3% | +7.1% |
| 3M | +11.6% | -54.9% | +66.5% | +11.0% |
| 6M | +37.6% | -99.7% | +137.3% | +40.2% |
| YTD | -2.0% | -99.9% | +97.9% | +0.8% |
| 1Y | -6.4% | -99.9% | +93.5% | -3.2% |
| 3Y | +67.7% | -100.0% | +167.7% | +77.9% |
| 5Y | +75.7% | -100.0% | +175.7% | +88.5% |
| All | +75.7% | -100.0% | +175.7% | +88.5% |
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