+22.3%
EL vs ZCMD
-99.9%
+122.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +6.4% |
| 7D | +2.5% | -13.3% | +15.8% | +2.8% |
| 30D | +20.1% | -49.6% | +69.7% | +21.5% |
| 3M | +29.3% | -54.6% | +83.9% | +30.7% |
| 6M | +38.8% | -99.8% | +138.5% | +60.5% |
| YTD | +8.1% | -99.9% | +108.0% | +33.8% |
| 1Y | +22.3% | -99.9% | +122.3% | +54.1% |
| All | +22.3% | -99.9% | +122.2% | +54.1% |
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 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