-39.6%
ZS vs ZCMD
-100.0%
+60.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -8.1% | -2.0% | -6.0% | -8.1% |
| 30D | -8.4% | -19.8% | +11.4% | -8.6% |
| 3M | +31.1% | -62.1% | +93.1% | +31.7% |
| 6M | +4.4% | -99.5% | +103.9% | +4.2% |
| YTD | -27.3% | -99.7% | +72.4% | -26.7% |
| 1Y | -41.4% | -99.9% | +58.5% | -40.4% |
| 3Y | +1.7% | -100.0% | +101.7% | +6.2% |
| 5Y | -39.6% | -100.0% | +60.4% | -35.2% |
| All | -39.6% | -100.0% | +60.4% | -35.2% |
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