+226.4%
ZS vs ZCMD
-100.0%
+326.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | -7.2% | -24.8% | +17.6% | -7.1% |
| 3M | +30.5% | -62.8% | +93.3% | +29.5% |
| 6M | +7.0% | -99.5% | +106.5% | +14.0% |
| YTD | -26.8% | -99.8% | +72.9% | -20.0% |
| 1Y | -42.6% | -99.9% | +57.3% | -35.2% |
| 3Y | -0.3% | -100.0% | +99.7% | +25.4% |
| 5Y | -39.2% | -100.0% | +60.8% | -23.0% |
| All | +226.4% | -100.0% | +326.4% | +392.9% |
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