-68.3%
ZM vs ZCMD
-100.0%
+31.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -10.0% | -19.8% | +9.8% | -10.1% |
| 3M | +1.6% | -62.1% | +63.7% | +2.5% |
| 6M | +25.0% | -99.5% | +124.5% | +29.2% |
| YTD | +10.6% | -99.7% | +110.4% | +15.3% |
| 1Y | +14.0% | -99.9% | +113.8% | +19.5% |
| 3Y | +32.5% | -100.0% | +132.5% | +38.6% |
| 5Y | -68.3% | -100.0% | +31.7% | -66.7% |
| All | -68.3% | -100.0% | +31.7% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling