+61.4%
SE vs ZCMD
-100.0%
+161.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.2% |
| 7D | -0.5% | -7.7% | +7.2% | -0.4% |
| 30D | -20.9% | -34.8% | +13.9% | -20.4% |
| 3M | -38.9% | -56.3% | +17.4% | -38.2% |
| 6M | -19.4% | -99.7% | +80.3% | -11.7% |
| YTD | -40.9% | -99.9% | +58.9% | -33.7% |
| 1Y | -46.2% | -99.9% | +53.7% | -38.9% |
| 3Y | +63.7% | -100.0% | +163.7% | +111.1% |
| 5Y | -77.9% | -100.0% | +22.1% | -70.2% |
| All | +61.4% | -100.0% | +161.4% | +144.0% |
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