+26.4%
USB vs ZCMD
-100.0%
+126.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +2.5% |
| 7D | +0.8% | +9.1% | -8.3% | +0.7% |
| 30D | +6.8% | -37.1% | +43.9% | +7.1% |
| 3M | -3.8% | -53.7% | +49.9% | -3.4% |
| 6M | +11.7% | -99.7% | +111.4% | +14.7% |
| YTD | +17.5% | -99.9% | +117.3% | +21.4% |
| 1Y | +33.8% | -99.9% | +133.7% | +38.8% |
| 3Y | +104.2% | -100.0% | +204.2% | +116.0% |
| 5Y | +26.4% | -100.0% | +126.4% | +33.1% |
| All | +26.4% | -100.0% | +126.4% | +33.1% |
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 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