+68.0%
ECL vs ZCMD
-100.0%
+168.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -1.1% |
| 7D | -0.5% | -2.9% | +2.5% | -0.4% |
| 30D | +6.6% | -28.5% | +35.0% | +6.8% |
| 3M | +9.6% | -56.5% | +66.2% | +10.1% |
| 6M | +21.6% | -99.7% | +121.3% | +25.6% |
| YTD | +16.9% | -99.9% | +116.8% | +21.5% |
| 1Y | +17.9% | -99.9% | +117.8% | +22.8% |
| 3Y | +76.5% | -100.0% | +176.5% | +88.4% |
| 5Y | +36.6% | -100.0% | +136.6% | +46.4% |
| All | +68.0% | -100.0% | +168.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling