+29.6%
SNOW vs ZCMD
-100.0%
+129.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -2.5% |
| 30D | -1.0% | -24.8% | +23.8% | -1.3% |
| 3M | +36.9% | -62.8% | +99.6% | +38.4% |
| 6M | +83.4% | -99.5% | +182.9% | +75.8% |
| YTD | +50.0% | -99.8% | +149.7% | +46.0% |
| 1Y | +46.5% | -99.9% | +146.4% | +45.4% |
| 3Y | +93.3% | -100.0% | +193.3% | +109.6% |
| 5Y | +3.3% | -100.0% | +103.3% | +14.0% |
| All | +29.6% | -100.0% | +129.6% | +39.4% |
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