-39.0%
TROW vs ZCMD
-100.0%
+61.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -1.1% |
| 7D | -3.2% | -5.4% | +2.2% | -3.1% |
| 30D | -4.6% | -24.8% | +20.2% | -4.5% |
| 3M | -0.7% | -62.8% | +62.1% | -1.2% |
| 6M | +22.2% | -99.5% | +121.7% | +26.7% |
| YTD | +6.6% | -99.8% | +106.4% | +11.5% |
| 1Y | +5.8% | -99.9% | +105.7% | +11.6% |
| 3Y | +11.6% | -100.0% | +111.6% | +22.4% |
| All | -39.0% | -100.0% | +61.0% | -34.7% |
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