-48.9%
Z vs ZCMD
-100.0%
+51.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.5% |
| 7D | -4.6% | -4.4% | -0.1% | -4.5% |
| 30D | +8.3% | -43.0% | +51.3% | +9.3% |
| 3M | -11.6% | -54.9% | +43.3% | -10.6% |
| 6M | -33.6% | -99.8% | +66.1% | -25.1% |
| YTD | -56.7% | -99.9% | +43.2% | -50.5% |
| 1Y | -59.1% | -99.9% | +40.8% | -52.6% |
| 3Y | -20.4% | -100.0% | +79.6% | +2.0% |
| 5Y | -55.3% | -100.0% | +44.7% | -40.7% |
| All | -48.9% | -100.0% | +51.1% | -17.7% |
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