-49.0%
Z vs ZCMD
-100.0%
+51.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | -13.1% | +1.4% | -14.4% | -13.1% |
| 30D | +5.9% | -29.9% | +35.7% | +6.5% |
| 3M | -13.7% | -54.9% | +41.2% | -12.7% |
| 6M | -27.1% | -99.7% | +72.5% | -19.0% |
| YTD | -56.8% | -99.9% | +43.1% | -50.6% |
| 1Y | -60.2% | -99.9% | +39.7% | -54.0% |
| 3Y | -19.7% | -100.0% | +80.3% | +2.6% |
| 5Y | -53.7% | -100.0% | +46.3% | -38.7% |
| All | -49.0% | -100.0% | +51.0% | -17.9% |
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