-58.7%
ZTS vs ZCMD
-100.0%
+41.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.0% |
| 7D | +5.6% | -7.7% | +13.3% | +5.6% |
| 30D | +12.1% | -34.8% | +46.9% | +12.2% |
| 3M | +11.3% | -56.3% | +67.6% | +11.5% |
| 6M | +14.3% | -99.7% | +114.0% | +19.6% |
| YTD | -31.9% | -99.9% | +68.0% | -28.0% |
| 1Y | -29.3% | -99.9% | +70.7% | -24.9% |
| 3Y | -48.0% | -100.0% | +51.9% | -43.5% |
| All | -58.7% | -100.0% | +41.3% | -54.2% |
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