+61.9%
EBAY vs ZCMD
-100.0%
+161.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.7% | +2.6% |
| 7D | +4.2% | -5.4% | +9.6% | +4.2% |
| 30D | +5.6% | -24.8% | +30.4% | +5.7% |
| 3M | -1.4% | -62.8% | +61.4% | -1.5% |
| 6M | +18.2% | -99.5% | +117.7% | +22.6% |
| YTD | +24.8% | -99.8% | +124.6% | +30.3% |
| 1Y | +18.0% | -99.9% | +117.9% | +24.7% |
| 3Y | +160.3% | -100.0% | +260.3% | +189.4% |
| All | +61.9% | -100.0% | +161.9% | +78.9% |
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 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