+188.8%
SHEL vs ZCMD
-100.0%
+288.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.9% |
| 7D | +4.1% | -5.4% | +9.5% | +4.1% |
| 30D | +8.4% | -24.8% | +33.2% | +8.6% |
| 3M | +13.7% | -62.8% | +76.5% | +13.0% |
| 6M | +12.7% | -99.5% | +112.2% | +16.5% |
| YTD | +35.3% | -99.8% | +135.1% | +40.9% |
| 1Y | +39.4% | -99.9% | +139.3% | +46.3% |
| 3Y | +71.5% | -100.0% | +171.4% | +84.5% |
| All | +188.8% | -100.0% | +288.8% | +215.3% |
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