+105.9%
XLB vs ZCMD
-100.0%
+205.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | -4.7% | -19.8% | +15.2% | -4.5% |
| 3M | +2.7% | -62.1% | +64.8% | +2.0% |
| 6M | +2.6% | -99.5% | +102.1% | +6.4% |
| YTD | +12.8% | -99.7% | +112.6% | +18.1% |
| 1Y | +14.0% | -99.9% | +113.8% | +20.4% |
| 3Y | +31.5% | -100.0% | +131.5% | +44.7% |
| 5Y | +33.4% | -100.0% | +133.4% | +47.0% |
| All | +105.9% | -100.0% | +205.9% | +150.4% |
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