+211.9%
TER vs ZCMD
-100.0%
+311.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.5% |
| 7D | +9.4% | -2.0% | +11.4% | +9.4% |
| 30D | -2.4% | -19.8% | +17.4% | -2.3% |
| 3M | +6.5% | -62.1% | +68.6% | +5.7% |
| 6M | +23.2% | -99.5% | +122.7% | +23.6% |
| YTD | +91.5% | -99.7% | +191.2% | +92.2% |
| 1Y | +214.8% | -99.9% | +314.7% | +216.8% |
| 3Y | +275.3% | -100.0% | +375.3% | +289.6% |
| 5Y | +211.9% | -100.0% | +311.9% | +221.9% |
| All | +211.9% | -100.0% | +311.9% | +221.9% |
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