+20.9%
ECHO vs ZCMD
-99.9%
+120.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.4% |
| 7D | +3.7% | -5.4% | +9.1% | +3.7% |
| 30D | +0.7% | -24.8% | +25.5% | +0.6% |
| 3M | -27.3% | -62.8% | +35.5% | -26.5% |
| 6M | -17.0% | -99.5% | +82.6% | -19.8% |
| YTD | -14.3% | -99.8% | +85.4% | -16.4% |
| 1Y | +20.9% | -99.9% | +120.8% | +17.1% |
| All | +20.9% | -99.9% | +120.8% | +17.1% |
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