+56.2%
W vs ZCMD
-100.0%
+156.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.5% |
| 7D | +0.2% | -7.7% | +7.9% | +0.3% |
| 30D | +6.8% | -34.8% | +41.6% | +7.8% |
| 3M | +10.7% | -56.3% | +67.0% | +12.3% |
| 6M | +86.3% | -99.7% | +186.0% | +110.7% |
| YTD | +11.5% | -99.9% | +111.3% | +30.3% |
| 1Y | +5.1% | -99.9% | +105.0% | +24.8% |
| 3Y | +171.0% | -100.0% | +271.0% | +260.2% |
| 5Y | -56.6% | -100.0% | +43.4% | -39.5% |
| All | +56.2% | -100.0% | +156.2% | +136.7% |
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