-44.0%
Z vs ZCMD
-100.0%
+56.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -6.0% | -6.4% |
| 7D | -3.3% | -1.4% | -1.9% | -3.2% |
| 30D | -3.7% | -21.6% | +17.9% | -3.4% |
| 3M | -7.0% | -67.4% | +60.4% | -7.6% |
| 6M | -29.5% | -99.4% | +69.9% | -22.3% |
| YTD | -52.6% | -99.7% | +47.2% | -46.2% |
| 1Y | -64.0% | -99.9% | +35.9% | -58.2% |
| 3Y | -36.4% | -100.0% | +63.6% | -18.4% |
| 5Y | -65.8% | -100.0% | +34.2% | -56.2% |
| All | -44.0% | -100.0% | +56.0% | -10.6% |
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