-29.6%
STZ vs ZCMD
-100.0%
+70.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.3% |
| 7D | 0.0% | -2.9% | +3.0% | 0.0% |
| 30D | +14.7% | -28.5% | +43.2% | +14.8% |
| 3M | +8.8% | -56.5% | +65.3% | +9.0% |
| 6M | +3.1% | -99.7% | +102.7% | +8.4% |
| YTD | +7.9% | -99.9% | +107.7% | +14.3% |
| 1Y | +14.2% | -99.9% | +114.1% | +21.3% |
| 3Y | -35.2% | -100.0% | +64.8% | -29.6% |
| 5Y | -29.6% | -100.0% | +70.4% | -23.7% |
| All | -29.6% | -100.0% | +70.4% | -23.7% |
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