+17.0%
TROW vs ZCMD
-99.9%
+116.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.0% | +9.0% | +6.0% |
| 7D | +8.2% | -13.3% | +21.6% | +8.3% |
| 30D | +8.3% | -49.6% | +57.9% | +8.7% |
| 3M | -1.6% | -54.6% | +53.0% | -1.2% |
| 6M | +11.9% | -99.8% | +111.7% | +21.7% |
| YTD | +14.3% | -99.9% | +114.2% | +26.3% |
| 1Y | +17.0% | -99.9% | +116.9% | +36.3% |
| All | +17.0% | -99.9% | +116.9% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling