-35.9%
EFX vs ZCMD
-100.0%
+64.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -11.1% | -2.0% | -9.1% | -11.1% |
| 30D | -7.4% | -19.8% | +12.4% | -7.4% |
| 3M | +1.5% | -62.1% | +63.6% | +1.8% |
| 6M | -13.7% | -99.5% | +85.8% | -11.8% |
| YTD | -21.9% | -99.7% | +77.9% | -19.6% |
| 1Y | -30.8% | -99.9% | +69.1% | -28.4% |
| 3Y | -12.4% | -100.0% | +87.6% | -9.0% |
| 5Y | -35.9% | -100.0% | +64.1% | -33.8% |
| All | -35.9% | -100.0% | +64.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling