+139.2%
SLB vs ZCMD
-100.0%
+239.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +13.6% | -21.6% | +35.2% | +13.8% |
| 3M | +1.5% | -67.4% | +68.9% | +0.6% |
| 6M | +23.0% | -99.4% | +122.5% | +27.5% |
| YTD | +51.2% | -99.7% | +151.0% | +58.1% |
| 1Y | +63.5% | -99.9% | +163.4% | +71.8% |
| 3Y | +2.5% | -100.0% | +102.5% | +9.8% |
| 5Y | +139.2% | -100.0% | +239.2% | +160.0% |
| All | +139.2% | -100.0% | +239.2% | +160.0% |
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 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