+51.8%
UAL vs ZCMD
-100.0%
+151.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | -13.4% | -22.7% | +9.3% | -13.3% |
| 3M | -2.3% | -62.5% | +60.2% | -2.7% |
| 6M | +13.3% | -99.5% | +112.8% | +19.9% |
| YTD | -4.2% | -99.7% | +95.5% | +2.8% |
| 1Y | +1.4% | -99.9% | +101.3% | +10.7% |
| 3Y | +125.8% | -100.0% | +225.8% | +171.6% |
| 5Y | +130.0% | -100.0% | +230.0% | +175.8% |
| All | +51.8% | -100.0% | +151.8% | +118.2% |
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