+485.6%
EAT vs ZCMD
-100.0%
+585.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.9% |
| 30D | -1.2% | -21.6% | +20.4% | -1.1% |
| 3M | +52.2% | -67.4% | +119.6% | +52.3% |
| 6M | +65.0% | -99.4% | +164.5% | +75.4% |
| YTD | +55.0% | -99.7% | +154.8% | +67.5% |
| 1Y | +42.1% | -99.9% | +142.0% | +56.2% |
| 3Y | +614.7% | -100.0% | +714.7% | +758.3% |
| 5Y | +322.7% | -100.0% | +422.7% | +407.1% |
| All | +485.6% | -100.0% | +585.5% | +892.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling