+255.6%
XOM vs ZCMD
-100.0%
+355.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +1.9% |
| 30D | +4.1% | -19.8% | +23.9% | +4.2% |
| 3M | +10.4% | -62.1% | +72.5% | +9.8% |
| 6M | +13.0% | -99.5% | +112.5% | +16.1% |
| YTD | +40.1% | -99.7% | +139.8% | +44.7% |
| 1Y | +51.1% | -99.9% | +151.0% | +57.2% |
| 3Y | +57.7% | -100.0% | +157.7% | +64.0% |
| All | +255.6% | -100.0% | +355.6% | +276.3% |
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