-48.5%
TE vs ZCMD
-100.0%
+51.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.7% |
| 7D | +0.9% | -2.0% | +2.9% | +0.9% |
| 30D | -16.3% | -19.8% | +3.5% | -16.1% |
| 3M | -40.8% | -62.1% | +21.3% | -40.9% |
| 6M | -42.6% | -99.5% | +56.9% | -42.4% |
| YTD | -31.4% | -99.7% | +68.3% | -31.4% |
| 1Y | +144.9% | -99.9% | +244.8% | +142.3% |
| 3Y | -26.0% | -100.0% | +74.0% | -18.1% |
| 5Y | -48.5% | -100.0% | +51.5% | -41.9% |
| All | -48.5% | -100.0% | +51.5% | -41.9% |
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 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