-36.2%
EL vs ZCMD
-100.0%
+63.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +1.5% | -7.7% | +9.2% | +1.7% |
| 30D | +10.0% | -34.8% | +44.8% | +10.8% |
| 3M | +28.4% | -56.3% | +84.7% | +29.9% |
| 6M | +37.1% | -99.7% | +136.7% | +46.0% |
| YTD | +7.8% | -99.9% | +107.7% | +17.0% |
| 1Y | +26.0% | -99.9% | +126.0% | +37.5% |
| 3Y | +3.8% | -100.0% | +103.8% | +17.4% |
| 5Y | -65.2% | -100.0% | +34.8% | -60.0% |
| All | -36.2% | -100.0% | +63.8% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling