-68.3%
U vs ZCMD
-100.0%
+31.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | +4.4% | -4.1% | +8.5% | +4.4% |
| 30D | -1.3% | -22.7% | +21.4% | -1.4% |
| 3M | +49.6% | -62.5% | +112.1% | +49.8% |
| 6M | +100.2% | -99.5% | +199.6% | +100.3% |
| YTD | -3.7% | -99.7% | +96.0% | -3.1% |
| 1Y | -6.5% | -99.9% | +93.4% | -5.6% |
| 3Y | +12.9% | -100.0% | +112.9% | +12.1% |
| 5Y | -68.3% | -100.0% | +31.7% | -68.4% |
| All | -68.3% | -100.0% | +31.7% | -68.4% |
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