-62.3%
W vs ZCMD
-100.0%
+37.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | +0.1% |
| 7D | +5.9% | -4.1% | +10.0% | +5.9% |
| 30D | -3.0% | -22.7% | +19.7% | -2.9% |
| 3M | +40.3% | -62.5% | +102.8% | +39.4% |
| 6M | +32.2% | -99.5% | +131.7% | +41.3% |
| YTD | -0.3% | -99.7% | +99.4% | +8.3% |
| 1Y | +16.2% | -99.9% | +116.1% | +28.7% |
| 3Y | +40.7% | -100.0% | +140.7% | +61.7% |
| 5Y | -62.3% | -100.0% | +37.6% | -56.1% |
| All | -62.3% | -100.0% | +37.6% | -56.1% |
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