-100.0%
ZCMD vs USFR
+20.7%
-120.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.5% |
| 7D | -5.4% | +0.1% | -5.6% | -6.3% |
| 30D | -24.8% | +0.4% | -25.1% | -26.5% |
| 3M | -62.8% | +1.0% | -63.8% | -65.1% |
| 6M | -99.5% | +2.0% | -101.5% | -99.6% |
| YTD | -99.8% | +2.8% | -102.5% | -99.8% |
| 1Y | -99.9% | +4.1% | -104.0% | -99.9% |
| 3Y | -100.0% | +14.1% | -114.1% | -100.0% |
| 5Y | -100.0% | +20.6% | -120.6% | -100.0% |
| All | -100.0% | +20.7% | -120.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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