-100.0%
ZCMD vs FIVE
+128.5%
-228.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +2.5% |
| 7D | +9.1% | +6.2% | +2.9% | +8.9% |
| 30D | -37.1% | +18.2% | -55.3% | -37.3% |
| 3M | -53.7% | +3.8% | -57.5% | -53.8% |
| 6M | -99.7% | +13.7% | -113.4% | -99.7% |
| YTD | -99.9% | +34.7% | -134.6% | -99.9% |
| 1Y | -99.9% | +66.6% | -166.5% | -99.9% |
| 3Y | -100.0% | +44.3% | -144.3% | -100.0% |
| 5Y | -100.0% | +18.8% | -118.8% | -100.0% |
| All | -100.0% | +128.5% | -228.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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