+73.6%
SLB vs ZCMD
-100.0%
+173.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +2.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | +4.5% | -29.8% | +34.3% | +4.9% |
| 3M | -4.6% | -54.9% | +50.3% | -3.8% |
| 6M | -6.3% | -99.7% | +93.4% | -2.2% |
| YTD | +35.0% | -99.9% | +134.8% | +42.1% |
| 1Y | +38.8% | -99.9% | +138.7% | +46.5% |
| 3Y | +3.3% | -100.0% | +103.3% | +11.4% |
| 5Y | +73.6% | -100.0% | +173.6% | +91.8% |
| All | +73.6% | -100.0% | +173.6% | +91.8% |
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