+93.0%
UNP vs ZCMD
-100.0%
+193.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.1% | +6.6% | -0.4% |
| 7D | -1.8% | -5.4% | +3.6% | -1.8% |
| 30D | -2.7% | -24.8% | +22.1% | -2.6% |
| 3M | +6.5% | -62.8% | +69.3% | +5.4% |
| 6M | +14.4% | -99.5% | +113.9% | +20.0% |
| YTD | +24.8% | -99.8% | +124.6% | +32.0% |
| 1Y | +34.4% | -99.9% | +134.3% | +44.0% |
| 3Y | +43.6% | -100.0% | +143.6% | +59.3% |
| 5Y | +53.2% | -100.0% | +153.2% | +70.4% |
| All | +93.0% | -100.0% | +193.0% | +152.7% |
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