+13.7%
SPGI vs ZCMD
-100.0%
+113.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | +1.2% | -7.7% | +8.9% | +1.2% |
| 30D | +15.9% | -34.8% | +50.7% | +16.0% |
| 3M | +12.3% | -56.3% | +68.6% | +12.4% |
| 6M | +23.7% | -99.7% | +123.4% | +24.8% |
| YTD | -3.5% | -99.9% | +96.3% | -2.1% |
| 1Y | +0.4% | -99.9% | +100.3% | +2.0% |
| 3Y | +29.9% | -100.0% | +129.9% | +31.4% |
| All | +13.7% | -100.0% | +113.7% | +16.3% |
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