-78.2%
SE vs ZCMD
-100.0%
+21.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | -1.5% | -2.9% | +1.5% | -1.4% |
| 30D | -22.3% | -28.5% | +6.1% | -22.1% |
| 3M | -41.8% | -56.5% | +14.7% | -41.5% |
| 6M | -22.4% | -99.7% | +77.3% | -18.5% |
| YTD | -41.6% | -99.9% | +58.3% | -37.9% |
| 1Y | -48.0% | -99.9% | +51.9% | -44.4% |
| 3Y | +63.9% | -100.0% | +163.8% | +98.6% |
| 5Y | -78.2% | -100.0% | +21.8% | -71.6% |
| All | -78.2% | -100.0% | +21.8% | -71.6% |
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