+94.5%
SONY vs ZCMD
-100.0%
+194.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.7% |
| 7D | -2.7% | -5.4% | +2.7% | -2.6% |
| 30D | +1.5% | -24.8% | +26.3% | +1.7% |
| 3M | +13.0% | -62.8% | +75.8% | +11.8% |
| 6M | +11.2% | -99.5% | +110.7% | +15.4% |
| YTD | -6.6% | -99.8% | +93.1% | -2.1% |
| 1Y | -18.1% | -99.9% | +81.8% | -13.0% |
| 3Y | +42.1% | -100.0% | +142.1% | +57.2% |
| 5Y | +11.0% | -100.0% | +111.0% | +23.3% |
| All | +94.5% | -100.0% | +194.5% | +138.8% |
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