+39.3%
XLC vs ZCMD
-100.0%
+139.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -1.7% | -2.0% | +0.4% | -1.6% |
| 30D | +0.2% | -19.8% | +20.0% | +0.3% |
| 3M | +0.7% | -62.1% | +62.8% | +0.4% |
| 6M | -4.5% | -99.5% | +95.0% | -2.2% |
| YTD | -4.7% | -99.7% | +95.0% | -2.0% |
| 1Y | -1.5% | -99.9% | +98.4% | +1.7% |
| 3Y | +72.2% | -100.0% | +172.2% | +80.1% |
| 5Y | +39.3% | -100.0% | +139.3% | +45.3% |
| All | +39.3% | -100.0% | +139.3% | +45.3% |
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