+171.4%
SHOP vs ZCMD
-100.0%
+271.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -13.2% | -2.0% | -11.2% | -13.2% |
| 30D | -17.0% | -19.8% | +2.8% | -16.8% |
| 3M | +17.0% | -62.1% | +79.1% | +15.8% |
| 6M | -2.1% | -99.5% | +97.4% | +8.3% |
| YTD | -21.4% | -99.7% | +78.4% | -10.3% |
| 1Y | -11.0% | -99.9% | +88.9% | +5.2% |
| 3Y | +100.9% | -100.0% | +200.9% | +160.0% |
| 5Y | -14.7% | -100.0% | +85.3% | +11.4% |
| All | +171.4% | -100.0% | +271.4% | +342.0% |
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