-32.8%
STZ vs ZCMD
-100.0%
+67.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.7% |
| 7D | -1.9% | -8.0% | +6.1% | -1.9% |
| 30D | -1.9% | -27.9% | +26.0% | -1.8% |
| 3M | -6.2% | -74.6% | +68.3% | -5.3% |
| 6M | -14.0% | -99.5% | +85.4% | -9.6% |
| YTD | -5.1% | -99.7% | +94.6% | +0.4% |
| 1Y | -9.6% | -99.9% | +90.3% | -3.7% |
| 3Y | -47.2% | -100.0% | +52.8% | -42.6% |
| All | -32.8% | -100.0% | +67.2% | -27.2% |
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