-100.0%
ZCMD vs RACE
+156.9%
-256.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.5% |
| 30D | -22.7% | -1.1% | -21.6% | -22.6% |
| 3M | -62.5% | +12.5% | -75.0% | -63.0% |
| 6M | -99.5% | +17.4% | -116.9% | -99.5% |
| YTD | -99.7% | +10.1% | -109.9% | -99.7% |
| 1Y | -99.9% | -15.1% | -84.7% | -99.9% |
| 3Y | -100.0% | +38.9% | -138.9% | -100.0% |
| 5Y | -100.0% | +90.7% | -190.7% | -100.0% |
| All | -100.0% | +156.9% | -256.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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