-31.9%
EL vs ZCMD
-100.0%
+68.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.9% |
| 7D | -2.4% | -4.1% | +1.8% | -2.3% |
| 30D | +13.7% | -22.7% | +36.4% | +14.0% |
| 3M | +14.5% | -62.5% | +77.0% | +13.4% |
| 6M | +7.4% | -99.5% | +106.9% | +12.4% |
| YTD | -4.7% | -99.7% | +95.0% | +1.2% |
| 1Y | +12.9% | -99.9% | +112.8% | +20.7% |
| All | -31.9% | -100.0% | +68.1% | -33.5% |
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