+210.4%
URI vs ZCMD
-100.0%
+310.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -12.5% | -21.6% | +9.0% | -12.6% |
| 3M | -6.2% | -67.4% | +61.2% | -6.9% |
| 6M | +25.9% | -99.4% | +125.3% | +24.6% |
| YTD | +26.2% | -99.7% | +125.9% | +24.7% |
| 1Y | +5.5% | -99.9% | +105.4% | +4.1% |
| 3Y | +125.0% | -100.0% | +225.0% | +118.0% |
| 5Y | +210.4% | -100.0% | +310.4% | +189.5% |
| All | +210.4% | -100.0% | +310.4% | +189.5% |
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