-100.0%
ZCMD vs BNS
+137.0%
-237.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -7.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -24.8% | +3.5% | -28.2% | -26.0% |
| 3M | -62.8% | +14.1% | -76.8% | -64.1% |
| 6M | -99.5% | +33.8% | -133.3% | -99.6% |
| YTD | -99.8% | +29.5% | -129.2% | -99.8% |
| 1Y | -99.9% | +48.4% | -148.3% | -99.9% |
| 3Y | -100.0% | +129.6% | -229.6% | -100.0% |
| 5Y | -100.0% | +96.1% | -196.1% | -100.0% |
| All | -100.0% | +137.0% | -237.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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