+670.2%
SCCO vs ZCMD
-100.0%
+770.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.2% |
| 7D | -2.7% | -5.4% | +2.8% | -2.5% |
| 30D | -0.7% | -24.8% | +24.0% | -0.2% |
| 3M | +8.1% | -62.8% | +70.9% | +7.2% |
| 6M | +4.1% | -99.5% | +103.6% | +8.4% |
| YTD | +41.1% | -99.8% | +140.9% | +48.3% |
| 1Y | +95.6% | -99.9% | +195.5% | +108.5% |
| 3Y | +179.3% | -100.0% | +279.2% | +211.8% |
| 5Y | +308.3% | -100.0% | +408.3% | +359.3% |
| All | +670.2% | -100.0% | +770.2% | +812.1% |
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