-30.4%
ELAN vs ZCMD
-100.0%
+69.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.0% | +8.4% | +1.4% |
| 7D | -5.4% | -5.4% | 0.0% | -5.4% |
| 30D | +4.7% | -24.8% | +29.5% | +4.8% |
| 3M | -3.7% | -62.8% | +59.1% | -4.0% |
| 6M | -1.2% | -99.5% | +98.3% | +1.3% |
| YTD | +2.4% | -99.8% | +102.1% | +5.3% |
| 1Y | +23.4% | -99.9% | +123.3% | +27.3% |
| 3Y | +96.7% | -100.0% | +196.7% | +100.0% |
| All | -30.4% | -100.0% | +69.6% | -29.8% |
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