-100.0%
ZCMD vs RRC
+1,337.6%
-1,437.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.9% |
| 7D | -5.4% | -1.8% | -3.6% | -5.3% |
| 30D | -24.8% | +2.7% | -27.4% | -24.9% |
| 3M | -62.8% | +8.8% | -71.6% | -63.0% |
| 6M | -99.5% | -1.2% | -98.3% | -99.5% |
| YTD | -99.8% | +17.6% | -117.3% | -99.8% |
| 1Y | -99.9% | +18.4% | -118.3% | -99.9% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 5Y | -100.0% | +148.2% | -248.2% | -100.0% |
| All | -100.0% | +1,337.6% | -1,437.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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