-21.8%
ELAN vs ZCMD
-100.0%
+78.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.9% |
| 7D | -6.4% | -2.0% | -4.4% | -6.4% |
| 30D | +0.6% | -19.8% | +20.4% | +0.8% |
| 3M | 0.0% | -62.1% | +62.0% | -1.0% |
| 6M | -3.4% | -99.5% | +96.1% | +2.4% |
| YTD | +1.0% | -99.7% | +100.8% | +8.4% |
| 1Y | +24.7% | -99.9% | +124.6% | +35.9% |
| 3Y | +97.2% | -100.0% | +197.2% | +126.2% |
| 5Y | -31.5% | -100.0% | +68.5% | -21.1% |
| All | -21.8% | -100.0% | +78.2% | +0.7% |
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