+161.9%
XLE vs ZCMD
-100.0%
+261.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.2% |
| 30D | -4.0% | -29.9% | +25.9% | -3.8% |
| 3M | +4.6% | -54.9% | +59.5% | +5.0% |
| 6M | +12.3% | -99.7% | +112.0% | +15.1% |
| YTD | +44.5% | -99.9% | +144.4% | +49.1% |
| 1Y | +42.4% | -99.9% | +142.3% | +47.4% |
| 3Y | +67.0% | -100.0% | +167.0% | +74.2% |
| 5Y | +161.9% | -100.0% | +261.9% | +179.2% |
| All | +161.9% | -100.0% | +261.9% | +179.2% |
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