+217.1%
EBAY vs ZCMD
-100.0%
+317.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.1% |
| 7D | -3.0% | -4.1% | +1.1% | -3.0% |
| 30D | -3.6% | -22.7% | +19.1% | -3.5% |
| 3M | -4.4% | -62.5% | +58.0% | -4.8% |
| 6M | +12.1% | -99.5% | +111.5% | +17.5% |
| YTD | +19.9% | -99.7% | +119.7% | +27.2% |
| 1Y | +13.4% | -99.9% | +113.3% | +22.3% |
| 3Y | +150.5% | -100.0% | +250.5% | +184.2% |
| 5Y | +54.8% | -100.0% | +154.8% | +76.1% |
| All | +217.1% | -100.0% | +317.1% | +268.6% |
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