+245.7%
XLE vs ZCMD
-100.0%
+345.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.8% |
| 7D | +0.3% | -4.1% | +4.5% | +0.4% |
| 30D | +8.5% | -22.7% | +31.2% | +8.8% |
| 3M | +14.6% | -62.5% | +77.1% | +13.5% |
| 6M | +17.6% | -99.5% | +117.0% | +23.9% |
| YTD | +48.1% | -99.7% | +147.8% | +58.4% |
| 1Y | +53.8% | -99.9% | +153.7% | +67.5% |
| 3Y | +56.2% | -100.0% | +156.2% | +79.8% |
| 5Y | +227.7% | -100.0% | +327.7% | +278.4% |
| All | +245.7% | -100.0% | +345.7% | +388.0% |
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