-42.3%
ZTS vs ZCMD
-100.0%
+57.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.2% | +0.2% |
| 7D | -3.7% | -5.4% | +1.7% | -3.7% |
| 30D | -0.8% | -24.8% | +24.0% | -0.6% |
| 3M | -9.7% | -62.8% | +53.1% | -10.5% |
| 6M | -38.4% | -99.5% | +61.1% | -35.0% |
| YTD | -41.1% | -99.8% | +58.7% | -37.3% |
| 1Y | -50.6% | -99.9% | +49.3% | -46.8% |
| 3Y | -59.1% | -100.0% | +40.8% | -54.7% |
| 5Y | -62.7% | -100.0% | +37.3% | -58.6% |
| All | -42.3% | -100.0% | +57.7% | -37.0% |
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