+69.1%
SO vs ZCMD
-100.0%
+169.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | 0.0% | -4.1% | +4.2% | 0.0% |
| 30D | -2.5% | -22.7% | +20.2% | -2.5% |
| 3M | -4.2% | -62.5% | +58.3% | -4.2% |
| 6M | -7.7% | -99.5% | +91.8% | -6.8% |
| YTD | +3.8% | -99.7% | +103.5% | +4.7% |
| 1Y | +0.1% | -99.9% | +99.9% | +1.0% |
| 3Y | +44.2% | -100.0% | +144.2% | +47.6% |
| 5Y | +57.9% | -100.0% | +157.9% | +61.6% |
| All | +69.1% | -100.0% | +169.1% | +78.8% |
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 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