+120.2%
SLB vs ZCMD
-100.0%
+220.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | +4.9% | -19.8% | +24.7% | +5.2% |
| 3M | +1.4% | -62.1% | +63.5% | -0.4% |
| 6M | +17.6% | -99.5% | +117.1% | +26.5% |
| YTD | +48.3% | -99.7% | +148.1% | +62.3% |
| 1Y | +58.7% | -99.9% | +158.6% | +76.8% |
| 3Y | +0.6% | -100.0% | +100.5% | +20.8% |
| 5Y | +133.6% | -100.0% | +233.6% | +181.5% |
| All | +120.2% | -100.0% | +220.2% | +250.3% |
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 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