+149.4%
ECHO vs ZCMD
-100.0%
+249.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.0% |
| 7D | +8.6% | -1.4% | +10.0% | +8.6% |
| 30D | +3.8% | -21.6% | +25.3% | +3.8% |
| 3M | -19.9% | -67.4% | +47.5% | -19.6% |
| 6M | -12.1% | -99.4% | +87.4% | -11.5% |
| YTD | -14.1% | -99.7% | +85.7% | -13.0% |
| 1Y | +15.9% | -99.9% | +115.8% | +17.9% |
| 3Y | +417.8% | -100.0% | +517.8% | +452.3% |
| 5Y | +259.3% | -100.0% | +359.3% | +284.1% |
| All | +149.4% | -100.0% | +249.4% | +202.8% |
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 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