+179.2%
TECK vs ZCMD
-100.0%
+279.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -6.3% |
| 7D | -4.2% | -2.0% | -2.2% | -4.2% |
| 30D | -0.4% | -19.8% | +19.5% | -0.3% |
| 3M | +10.1% | -62.1% | +72.2% | +9.2% |
| 6M | +26.0% | -99.5% | +125.5% | +24.7% |
| YTD | +38.0% | -99.7% | +137.8% | +36.7% |
| 1Y | +63.8% | -99.9% | +163.7% | +62.3% |
| 3Y | +68.5% | -100.0% | +168.5% | +69.1% |
| 5Y | +179.2% | -100.0% | +279.2% | +198.5% |
| All | +179.2% | -100.0% | +279.2% | +198.5% |
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