+165.9%
SPY vs ZCMD
-100.0%
+265.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.0% | -2.0% | +0.1% | -2.0% |
| 30D | -1.7% | -19.8% | +18.2% | -1.5% |
| 3M | +4.7% | -62.1% | +66.8% | +4.1% |
| 6M | +12.5% | -99.5% | +112.0% | +15.4% |
| YTD | +11.7% | -99.7% | +111.5% | +15.4% |
| 1Y | +17.5% | -99.9% | +117.4% | +22.3% |
| 3Y | +76.6% | -100.0% | +176.6% | +90.6% |
| 5Y | +82.0% | -100.0% | +182.0% | +96.9% |
| All | +165.9% | -100.0% | +265.9% | +216.5% |
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