-10.7%
ZM vs ZCMD
-100.0%
+89.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.1% |
| 7D | -5.7% | -5.4% | -0.3% | -5.7% |
| 30D | -9.1% | -24.8% | +15.7% | -9.0% |
| 3M | +3.5% | -62.8% | +66.3% | +3.4% |
| 6M | +25.7% | -99.5% | +125.2% | +35.2% |
| YTD | +10.8% | -99.8% | +110.5% | +21.3% |
| 1Y | +12.8% | -99.9% | +112.7% | +26.4% |
| 3Y | +33.1% | -100.0% | +133.1% | +59.2% |
| 5Y | -68.3% | -100.0% | +31.7% | -61.8% |
| All | -10.7% | -100.0% | +89.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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