-100.0%
ZCMD vs COO
-28.0%
-72.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.3% |
| 7D | -7.7% | +0.5% | -8.2% | -7.7% |
| 30D | -34.8% | +14.2% | -48.9% | -35.2% |
| 3M | -56.3% | -18.2% | -38.1% | -56.0% |
| 6M | -99.7% | +5.3% | -105.0% | -99.7% |
| YTD | -99.9% | -23.6% | -76.3% | -99.9% |
| 1Y | -99.9% | -12.7% | -87.2% | -99.9% |
| 3Y | -100.0% | -24.2% | -75.8% | -100.0% |
| 5Y | -100.0% | -40.0% | -60.0% | -100.0% |
| All | -100.0% | -28.0% | -72.0% | -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