+54.0%
UNP vs ZCMD
-100.0%
+154.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -1.2% | -2.0% | +0.9% | -1.2% |
| 30D | -2.0% | -19.8% | +17.8% | -1.9% |
| 3M | +7.5% | -62.1% | +69.6% | +6.8% |
| 6M | +15.3% | -99.5% | +114.8% | +18.6% |
| YTD | +25.4% | -99.7% | +125.2% | +29.3% |
| 1Y | +35.6% | -99.9% | +135.5% | +40.4% |
| 3Y | +44.1% | -100.0% | +144.1% | +49.0% |
| 5Y | +54.0% | -100.0% | +154.0% | +59.5% |
| All | +54.0% | -100.0% | +154.0% | +59.5% |
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