-34.3%
EFX vs ZCMD
-99.9%
+65.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.5% |
| 7D | -4.5% | -5.4% | +0.9% | -4.6% |
| 30D | -6.1% | -24.8% | +18.7% | -6.3% |
| 3M | +6.2% | -62.8% | +69.0% | +6.8% |
| 6M | -11.2% | -99.5% | +88.3% | -9.3% |
| YTD | -21.4% | -99.8% | +78.4% | -17.5% |
| 1Y | -34.3% | -99.9% | +65.6% | -28.8% |
| All | -34.3% | -99.9% | +65.6% | -28.8% |
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