-49.8%
Z vs ZCMD
-100.0%
+50.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -5.4% |
| 7D | -6.5% | -3.0% | -3.4% | -6.4% |
| 30D | -0.1% | -39.5% | +39.4% | +0.7% |
| 3M | -14.1% | -57.8% | +43.7% | -13.1% |
| 6M | -30.1% | -99.7% | +69.6% | -22.1% |
| YTD | -57.5% | -99.9% | +42.3% | -51.5% |
| 1Y | -60.3% | -99.9% | +39.6% | -54.2% |
| 3Y | -21.0% | -100.0% | +79.0% | +0.9% |
| 5Y | -54.9% | -100.0% | +45.1% | -40.2% |
| All | -49.8% | -100.0% | +50.2% | -19.2% |
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