+99.7%
UBER vs ZCMD
-100.0%
+199.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.8% | -1.1% |
| 7D | -5.4% | -5.4% | 0.0% | -5.3% |
| 30D | -4.9% | -24.8% | +19.9% | -4.6% |
| 3M | +3.0% | -62.8% | +65.8% | +2.1% |
| 6M | -4.4% | -99.5% | +95.1% | +5.3% |
| YTD | -12.3% | -99.8% | +87.5% | -1.3% |
| 1Y | -24.3% | -99.9% | +75.6% | -12.2% |
| 3Y | +46.4% | -100.0% | +146.4% | +85.8% |
| 5Y | +79.7% | -100.0% | +179.7% | +129.2% |
| All | +99.7% | -100.0% | +199.7% | +238.1% |
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