+306.9%
XOM vs ZCMD
-100.0%
+406.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.5% | +0.5% |
| 7D | +4.1% | -5.4% | +9.5% | +4.2% |
| 30D | +4.6% | -24.8% | +29.4% | +4.9% |
| 3M | +14.0% | -62.8% | +76.8% | +12.7% |
| 6M | +11.0% | -99.5% | +110.5% | +17.0% |
| YTD | +40.7% | -99.8% | +140.5% | +50.3% |
| 1Y | +52.3% | -99.9% | +152.2% | +65.6% |
| 3Y | +60.5% | -100.0% | +160.5% | +82.6% |
| 5Y | +266.4% | -100.0% | +366.4% | +318.4% |
| All | +306.9% | -100.0% | +406.9% | +449.2% |
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 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