+110.8%
EAT vs ZCMD
-99.9%
+210.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +6.3% |
| 7D | -0.1% | -13.3% | +13.2% | -0.2% |
| 30D | +13.5% | -49.6% | +63.2% | +12.9% |
| 3M | +1.0% | -54.6% | +55.6% | +0.5% |
| 6M | +57.3% | -99.8% | +157.0% | +60.5% |
| YTD | +53.6% | -99.9% | +153.5% | +58.2% |
| 1Y | +110.8% | -99.9% | +210.7% | +116.9% |
| All | +110.8% | -99.9% | +210.7% | +116.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling