+127.5%
SE vs ZCMD
-100.0%
+227.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -1.2% |
| 7D | -5.2% | -5.4% | +0.2% | -5.1% |
| 30D | -17.1% | -24.8% | +7.7% | -16.8% |
| 3M | +24.0% | -62.8% | +86.8% | +22.2% |
| 6M | +21.0% | -99.5% | +120.5% | +32.1% |
| YTD | -16.7% | -99.8% | +83.0% | -7.3% |
| 1Y | -45.9% | -99.9% | +54.0% | -38.1% |
| 3Y | +177.8% | -100.0% | +277.8% | +261.5% |
| 5Y | -67.4% | -100.0% | +32.6% | -56.9% |
| All | +127.5% | -100.0% | +227.5% | +241.2% |
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