-38.4%
U vs ZCMD
-100.0%
+61.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.1% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -4.1% | -19.8% | +15.7% | -4.0% |
| 3M | +57.8% | -62.1% | +119.9% | +57.1% |
| 6M | +103.5% | -99.5% | +203.0% | +110.8% |
| YTD | -4.8% | -99.7% | +95.0% | 0.0% |
| 1Y | -2.4% | -99.9% | +97.5% | +4.0% |
| 3Y | +11.7% | -100.0% | +111.6% | +25.6% |
| 5Y | -68.9% | -100.0% | +31.1% | -64.6% |
| All | -38.4% | -100.0% | +61.5% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling