+5.1%
SPGI vs ZCMD
-100.0%
+105.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +5.4% | -21.6% | +27.0% | +5.4% |
| 3M | +9.0% | -67.4% | +76.4% | +8.8% |
| 6M | +0.8% | -99.4% | +100.2% | +1.6% |
| YTD | -12.6% | -99.7% | +87.2% | -11.4% |
| 1Y | -16.1% | -99.9% | +83.8% | -15.0% |
| 3Y | +19.0% | -100.0% | +119.0% | +20.1% |
| 5Y | +5.1% | -100.0% | +105.1% | +5.4% |
| All | +5.1% | -100.0% | +105.1% | +5.4% |
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 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