-55.0%
Z vs ZCMD
-100.0%
+45.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.9% |
| 30D | +3.0% | -28.5% | +31.4% | +3.1% |
| 3M | -13.4% | -56.5% | +43.1% | -13.1% |
| 6M | -27.3% | -99.7% | +72.3% | -24.1% |
| YTD | -57.8% | -99.9% | +42.1% | -55.5% |
| 1Y | -60.0% | -99.9% | +39.9% | -57.8% |
| 3Y | -21.5% | -100.0% | +78.5% | -17.2% |
| 5Y | -55.0% | -100.0% | +45.0% | -52.7% |
| All | -55.0% | -100.0% | +45.0% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling