+57.6%
UAL vs ZCMD
-100.0%
+157.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -6.0% |
| 7D | +0.7% | -2.9% | +3.6% | +0.7% |
| 30D | +7.8% | -28.5% | +36.2% | +8.1% |
| 3M | -11.1% | -56.5% | +45.5% | -10.5% |
| 6M | +16.1% | -99.7% | +115.7% | +23.2% |
| YTD | -0.5% | -99.9% | +99.4% | +7.3% |
| 1Y | +11.3% | -99.9% | +111.2% | +20.9% |
| 3Y | +192.8% | -100.0% | +292.8% | +250.2% |
| 5Y | +123.3% | -100.0% | +223.3% | +174.7% |
| All | +57.6% | -100.0% | +157.6% | +127.8% |
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