+242.8%
XOP vs ZCMD
-100.0%
+342.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.3% |
| 7D | +2.6% | -5.4% | +8.1% | +2.7% |
| 30D | +9.6% | -24.8% | +34.4% | +10.0% |
| 3M | +20.4% | -62.8% | +83.2% | +18.7% |
| 6M | +19.9% | -99.5% | +119.4% | +29.0% |
| YTD | +56.4% | -99.8% | +156.2% | +71.5% |
| 1Y | +52.4% | -99.9% | +152.3% | +71.9% |
| 3Y | +39.9% | -100.0% | +139.9% | +72.3% |
| 5Y | +163.7% | -100.0% | +263.7% | +225.7% |
| All | +242.8% | -100.0% | +342.8% | +556.4% |
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