+127.3%
XLC vs ZCMD
-100.0%
+227.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.0% |
| 7D | +0.5% | -5.4% | +5.9% | +0.6% |
| 30D | +2.1% | -24.8% | +26.9% | +2.3% |
| 3M | +0.7% | -62.8% | +63.5% | 0.0% |
| 6M | -3.2% | -99.5% | +96.3% | +0.7% |
| YTD | -3.8% | -99.8% | +96.0% | +0.9% |
| 1Y | -2.0% | -99.9% | +97.9% | +3.9% |
| 3Y | +71.4% | -100.0% | +171.3% | +87.9% |
| 5Y | +40.7% | -100.0% | +140.7% | +54.7% |
| All | +127.3% | -100.0% | +227.3% | +179.5% |
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