+213.1%
USO vs ZCMD
-100.0%
+313.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.1% | +4.9% | -2.2% |
| 7D | +9.1% | -5.4% | +14.5% | +9.1% |
| 30D | +21.7% | -24.8% | +46.5% | +21.7% |
| 3M | +20.2% | -62.8% | +83.0% | +19.4% |
| 6M | +43.4% | -99.5% | +142.9% | +41.4% |
| YTD | +124.0% | -99.8% | +223.7% | +121.2% |
| 1Y | +112.2% | -99.9% | +212.1% | +109.3% |
| 3Y | +97.7% | -100.0% | +197.6% | +87.4% |
| All | +213.1% | -100.0% | +313.0% | +202.2% |
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