+379.9%
EAT vs ZCMD
-100.0%
+479.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.3% |
| 7D | -4.0% | -7.7% | +3.7% | -4.0% |
| 30D | -2.9% | -34.8% | +31.9% | -3.1% |
| 3M | -16.9% | -56.3% | +39.4% | -17.2% |
| 6M | +57.0% | -99.7% | +156.6% | +58.2% |
| YTD | +38.2% | -99.9% | +138.1% | +39.5% |
| 1Y | +69.3% | -99.9% | +169.2% | +70.9% |
| 3Y | +483.0% | -100.0% | +583.0% | +494.7% |
| All | +379.9% | -100.0% | +479.9% | +389.7% |
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 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