+73.6%
XLP vs ZCMD
-100.0%
+173.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | +0.7% | -4.4% | +5.1% | +0.7% |
| 30D | +10.3% | -43.0% | +53.2% | +10.4% |
| 3M | +6.5% | -54.9% | +61.4% | +6.7% |
| 6M | +8.4% | -99.8% | +108.1% | +10.2% |
| YTD | +18.2% | -99.9% | +118.1% | +20.3% |
| 1Y | +22.4% | -99.9% | +122.3% | +24.8% |
| 3Y | +41.9% | -100.0% | +141.9% | +46.4% |
| 5Y | +40.9% | -100.0% | +140.9% | +45.9% |
| All | +73.6% | -100.0% | +173.6% | +88.6% |
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