+19.1%
EFX vs ZCMD
-100.0%
+119.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -7.8% | -1.4% | -6.4% | -7.8% |
| 30D | -5.7% | -21.6% | +15.9% | -5.7% |
| 3M | +2.5% | -67.4% | +69.9% | +2.7% |
| 6M | -16.7% | -99.4% | +82.8% | -14.1% |
| YTD | -20.2% | -99.7% | +79.6% | -16.8% |
| 1Y | -31.4% | -99.9% | +68.5% | -27.8% |
| 3Y | -10.5% | -100.0% | +89.5% | -3.8% |
| 5Y | -35.2% | -100.0% | +64.8% | -30.4% |
| All | +19.1% | -100.0% | +119.1% | +42.9% |
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 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