+9.1%
EIX vs ZCMD
-99.9%
+109.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.1% |
| 30D | -15.3% | -22.7% | +7.4% | -15.2% |
| 3M | -18.4% | -62.5% | +44.1% | -18.4% |
| 6M | -16.8% | -99.5% | +82.6% | -13.2% |
| YTD | -0.6% | -99.7% | +99.2% | +5.3% |
| All | +9.1% | -99.9% | +109.0% | +18.2% |
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 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