-2.1%
EME vs ZCMD
-99.9%
+97.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.6% | -9.6% |
| 7D | -5.8% | -13.3% | +7.5% | -5.6% |
| 30D | -17.9% | -49.6% | +31.7% | -17.2% |
| 3M | -22.0% | -54.6% | +32.6% | -21.3% |
| 6M | -29.7% | -99.8% | +70.1% | -26.8% |
| YTD | +4.7% | -99.9% | +104.6% | +8.3% |
| 1Y | -2.1% | -99.9% | +97.8% | -0.3% |
| All | -2.1% | -99.9% | +97.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling