+605.0%
EAT vs ZCMD
-100.0%
+705.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.2% |
| 7D | -6.8% | -4.1% | -2.7% | -6.8% |
| 30D | -5.4% | -22.7% | +17.3% | -5.5% |
| 3M | +42.8% | -62.5% | +105.2% | +44.3% |
| 6M | +56.5% | -99.5% | +156.0% | +57.5% |
| YTD | +50.0% | -99.7% | +149.8% | +50.7% |
| 1Y | +38.3% | -99.9% | +138.2% | +38.4% |
| All | +605.0% | -100.0% | +705.0% | +580.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling