+52.0%
ECL vs ZCMD
-100.0%
+152.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.7% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | -0.8% | -24.8% | +24.0% | -0.7% |
| 3M | +5.0% | -62.8% | +67.8% | +4.6% |
| 6M | +0.2% | -99.5% | +99.8% | +3.4% |
| YTD | +5.8% | -99.8% | +105.5% | +9.6% |
| 1Y | +1.5% | -99.9% | +101.4% | +5.9% |
| 3Y | +55.0% | -100.0% | +155.0% | +65.5% |
| 5Y | +29.3% | -100.0% | +129.3% | +37.9% |
| All | +52.0% | -100.0% | +152.0% | +63.2% |
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