+36.6%
ELF vs ZCMD
-99.5%
+136.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.1% |
| 7D | +5.4% | -8.0% | +13.4% | +5.3% |
| 30D | +27.0% | -27.9% | +54.9% | +27.0% |
| 3M | +113.2% | -74.6% | +187.8% | +119.0% |
| 6M | +36.6% | -99.5% | +136.0% | +46.2% |
| All | +36.6% | -99.5% | +136.0% | +46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling