+36.0%
W vs ZCMD
-100.0%
+136.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | -5.6% | -19.8% | +14.2% | -5.3% |
| 3M | +41.9% | -62.1% | +104.0% | +39.2% |
| 6M | +30.2% | -99.5% | +129.7% | +46.4% |
| YTD | -2.9% | -99.7% | +96.8% | +12.1% |
| 1Y | +11.6% | -99.9% | +111.5% | +33.6% |
| 3Y | +37.0% | -100.0% | +137.0% | +82.9% |
| 5Y | -62.8% | -100.0% | +37.2% | -49.9% |
| All | +36.0% | -100.0% | +136.0% | +103.6% |
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