+243.7%
XLE vs ZCMD
-100.0%
+343.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | +6.6% | -19.8% | +26.4% | +6.8% |
| 3M | +12.3% | -62.1% | +74.3% | +11.1% |
| 6M | +18.4% | -99.5% | +117.9% | +25.0% |
| YTD | +47.2% | -99.7% | +147.0% | +57.5% |
| 1Y | +50.3% | -99.9% | +150.2% | +63.5% |
| 3Y | +55.3% | -100.0% | +155.3% | +78.8% |
| 5Y | +226.0% | -100.0% | +325.9% | +276.4% |
| All | +243.7% | -100.0% | +343.7% | +385.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling