+12.1%
TROW vs ZCMD
-100.0%
+112.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | -5.5% | -19.8% | +14.4% | -5.3% |
| 3M | +2.3% | -62.1% | +64.3% | +1.2% |
| 6M | +23.9% | -99.5% | +123.4% | +31.6% |
| YTD | +7.9% | -99.7% | +107.6% | +16.3% |
| 1Y | +6.1% | -99.9% | +106.0% | +16.3% |
| 3Y | +13.8% | -100.0% | +113.8% | +33.1% |
| 5Y | -38.2% | -100.0% | +61.8% | -27.6% |
| All | +12.1% | -100.0% | +112.1% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling