-100.0%
ZCMD vs EXR
+60.5%
-160.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -19.8% | -6.9% | -12.9% | -19.5% |
| 3M | -62.1% | -7.8% | -54.3% | -62.0% |
| 6M | -99.5% | -4.9% | -94.6% | -99.5% |
| YTD | -99.7% | +7.2% | -106.9% | -99.7% |
| 1Y | -99.9% | -1.5% | -98.4% | -99.9% |
| 3Y | -100.0% | +22.3% | -122.3% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| All | -100.0% | +60.5% | -160.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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