+33.6%
ECHO vs ZCMD
-99.9%
+133.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +3.4% | -8.0% | +11.4% | +3.4% |
| 30D | +2.4% | -27.9% | +30.3% | +2.3% |
| 3M | -28.0% | -74.6% | +46.6% | -26.9% |
| 6M | -21.2% | -99.5% | +78.2% | -21.6% |
| YTD | -17.4% | -99.7% | +82.4% | -15.4% |
| 1Y | +33.6% | -99.9% | +133.5% | +41.8% |
| All | +33.6% | -99.9% | +133.5% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling