+23.7%
T vs ZCMD
-100.0%
+123.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | +2.5% | -7.7% | +10.2% | +2.6% |
| 30D | -3.8% | -34.8% | +31.0% | -3.6% |
| 3M | -8.7% | -56.3% | +47.6% | -8.5% |
| 6M | -8.1% | -99.7% | +91.6% | -7.0% |
| YTD | -6.4% | -99.9% | +93.4% | -5.0% |
| 1Y | -9.8% | -99.9% | +90.2% | -8.2% |
| 3Y | +65.5% | -100.0% | +165.5% | +70.9% |
| 5Y | +57.0% | -100.0% | +157.0% | +63.0% |
| All | +23.7% | -100.0% | +123.7% | +34.9% |
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