+505.9%
EAT vs ZCMD
-100.0%
+605.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.6% |
| 7D | 0.0% | -8.0% | +8.0% | +0.1% |
| 30D | +1.9% | -27.9% | +29.8% | +2.0% |
| 3M | +68.7% | -74.6% | +143.2% | +69.4% |
| 6M | +66.9% | -99.5% | +166.4% | +77.5% |
| YTD | +60.4% | -99.7% | +160.2% | +73.3% |
| 1Y | +44.0% | -99.9% | +143.9% | +58.2% |
| 3Y | +604.7% | -100.0% | +704.7% | +747.0% |
| 5Y | +347.0% | -100.0% | +447.0% | +440.7% |
| All | +505.9% | -100.0% | +605.9% | +927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling