-1.4%
EIX vs ZCMD
-100.0%
+98.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.5% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | -13.5% | -21.6% | +8.0% | -13.5% |
| 3M | -15.3% | -67.4% | +52.1% | -15.2% |
| 6M | -15.3% | -99.4% | +84.1% | -15.0% |
| YTD | +2.7% | -99.7% | +102.5% | +3.0% |
| 1Y | +17.4% | -99.9% | +117.3% | +17.5% |
| All | -1.4% | -100.0% | +98.6% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling