+78.3%
SO vs ZCMD
-100.0%
+178.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.1% |
| 7D | -0.1% | -3.0% | +2.9% | -0.1% |
| 30D | +8.7% | -39.5% | +48.2% | +8.7% |
| 3M | +3.4% | -57.8% | +61.2% | +3.4% |
| 6M | +3.7% | -99.7% | +103.4% | +3.7% |
| YTD | +10.0% | -99.9% | +109.9% | +9.7% |
| 1Y | +6.6% | -99.9% | +106.5% | +6.1% |
| 3Y | +52.5% | -100.0% | +152.5% | +51.3% |
| All | +78.3% | -100.0% | +178.3% | +76.6% |
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