+39.1%
SBUX vs ZCMD
-100.0%
+139.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.5% |
| 7D | -5.5% | -5.4% | -0.1% | -5.5% |
| 30D | -8.5% | -24.8% | +16.3% | -8.4% |
| 3M | -2.9% | -62.8% | +59.9% | -2.8% |
| 6M | -1.5% | -99.5% | +98.0% | +0.7% |
| YTD | +19.4% | -99.8% | +119.1% | +22.1% |
| 1Y | +22.9% | -99.9% | +122.9% | +25.8% |
| 3Y | +11.3% | -100.0% | +111.3% | +17.6% |
| 5Y | -6.9% | -100.0% | +93.1% | -1.0% |
| All | +39.1% | -100.0% | +139.1% | +58.6% |
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