-40.7%
EL vs ZCMD
-100.0%
+59.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.0% |
| 7D | +0.8% | -8.0% | +8.8% | +0.9% |
| 30D | +19.8% | -27.9% | +47.7% | +20.4% |
| 3M | +25.7% | -74.6% | +100.3% | +25.2% |
| 6M | +5.4% | -99.5% | +104.9% | +11.3% |
| YTD | +0.2% | -99.7% | +100.0% | +7.7% |
| 1Y | +20.4% | -99.9% | +120.3% | +30.8% |
| 3Y | -32.1% | -100.0% | +67.9% | -23.6% |
| 5Y | -67.2% | -100.0% | +32.8% | -62.8% |
| All | -40.7% | -100.0% | +59.3% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling