-62.4%
ZTS vs ZCMD
-100.0%
+37.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -0.4% |
| 7D | -3.8% | -4.1% | +0.4% | -3.7% |
| 30D | -2.0% | -22.7% | +20.7% | -1.9% |
| 3M | -10.2% | -62.5% | +52.3% | -10.7% |
| 6M | -39.4% | -99.5% | +60.0% | -36.6% |
| YTD | -40.8% | -99.7% | +58.9% | -37.6% |
| 1Y | -50.1% | -99.9% | +49.8% | -46.9% |
| 3Y | -58.9% | -100.0% | +41.1% | -55.3% |
| 5Y | -62.4% | -100.0% | +37.6% | -58.9% |
| All | -62.4% | -100.0% | +37.6% | -58.9% |
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 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