+672.8%
SCCO vs ZCMD
-100.0%
+772.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.7% | -5.5% | -7.2% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -0.2% | -19.8% | +19.6% | +0.2% |
| 3M | +17.8% | -62.1% | +79.8% | +16.8% |
| 6M | +2.3% | -99.5% | +101.7% | +6.3% |
| YTD | +41.6% | -99.7% | +141.3% | +48.6% |
| 1Y | +101.9% | -99.9% | +201.8% | +114.6% |
| 3Y | +186.2% | -100.0% | +286.2% | +219.1% |
| 5Y | +309.7% | -100.0% | +409.7% | +360.1% |
| All | +672.8% | -100.0% | +772.8% | +813.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling