+40.9%
T vs ZCMD
-100.0%
+140.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | +4.3% | -19.8% | +24.1% | +4.4% |
| 3M | +11.6% | -62.1% | +73.6% | +11.0% |
| 6M | -5.6% | -99.5% | +93.9% | -4.7% |
| YTD | +6.6% | -99.7% | +106.3% | +7.9% |
| 1Y | -8.4% | -99.9% | +91.5% | -6.8% |
| 3Y | +107.8% | -100.0% | +207.8% | +114.5% |
| 5Y | +68.3% | -100.0% | +168.3% | +73.9% |
| All | +40.9% | -100.0% | +140.9% | +53.3% |
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 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