+59.3%
USAR vs ZCMD
-100.0%
+159.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.9% |
| 7D | -9.3% | -2.0% | -7.3% | -9.3% |
| 30D | -15.2% | -19.8% | +4.6% | -14.9% |
| 3M | -21.1% | -62.1% | +41.0% | -21.6% |
| 6M | -21.6% | -99.5% | +77.9% | -19.9% |
| YTD | +34.8% | -99.7% | +134.5% | +39.2% |
| 1Y | +15.6% | -99.9% | +115.5% | +20.5% |
| 3Y | +57.7% | -100.0% | +157.7% | +64.7% |
| All | +59.3% | -100.0% | +159.3% | +66.6% |
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