-6.4%
SBUX vs ZCMD
-100.0%
+93.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -6.2% | -2.0% | -4.2% | -6.2% |
| 30D | -6.4% | -19.8% | +13.4% | -6.5% |
| 3M | +1.0% | -62.1% | +63.1% | +1.5% |
| 6M | -0.4% | -99.5% | +99.1% | +0.4% |
| YTD | +20.0% | -99.7% | +119.7% | +20.6% |
| 1Y | +22.8% | -99.9% | +122.7% | +22.7% |
| 3Y | +12.3% | -100.0% | +112.3% | +14.2% |
| 5Y | -6.4% | -100.0% | +93.6% | -3.7% |
| All | -6.4% | -100.0% | +93.6% | -3.7% |
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