+225.7%
XLE vs ZCMD
-100.0%
+325.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +12.6% | -21.6% | +34.2% | +12.8% |
| 3M | +11.8% | -67.4% | +79.2% | +11.5% |
| 6M | +16.1% | -99.4% | +115.5% | +18.7% |
| YTD | +46.9% | -99.7% | +146.6% | +51.2% |
| 1Y | +53.3% | -99.9% | +153.1% | +58.6% |
| 3Y | +54.9% | -100.0% | +154.9% | +61.2% |
| 5Y | +225.7% | -100.0% | +325.7% | +246.8% |
| All | +225.7% | -100.0% | +325.7% | +246.8% |
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