-68.4%
EL vs ZCMD
-100.0%
+31.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 6M | +7.4% | -99.5% | +106.9% | +12.6% |
| YTD | -4.7% | -99.7% | +95.0% | +1.4% |
| 1Y | +12.9% | -99.9% | +112.8% | +21.2% |
| 3Y | -32.2% | -100.0% | +67.8% | -25.7% |
| 5Y | -68.4% | -100.0% | +31.6% | -64.8% |
| All | -68.4% | -100.0% | +31.6% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling