-100.0%
ZCMD vs COO
-37.8%
-62.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.7% | +13.0% | -1.1% |
| 7D | -2.0% | -23.3% | +21.3% | -1.1% |
| 30D | -19.8% | -29.5% | +9.7% | -18.7% |
| 3M | -62.1% | -20.0% | -42.1% | -62.1% |
| 6M | -99.5% | -27.2% | -72.3% | -99.5% |
| YTD | -99.7% | -33.9% | -65.8% | -99.7% |
| 1Y | -99.9% | -19.9% | -80.0% | -99.9% |
| 3Y | -100.0% | -38.1% | -61.9% | -100.0% |
| 5Y | -100.0% | -52.0% | -48.0% | -100.0% |
| All | -100.0% | -37.8% | -62.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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