+858.9%
EME vs ZCMD
-100.0%
+958.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.5% | -2.5% |
| 7D | +2.7% | -4.1% | +6.9% | +2.8% |
| 30D | -6.8% | -22.7% | +15.9% | -6.7% |
| 3M | -8.8% | -62.5% | +53.7% | -9.2% |
| 6M | +5.0% | -99.5% | +104.4% | +4.6% |
| YTD | +23.5% | -99.7% | +123.2% | +22.7% |
| 1Y | +21.3% | -99.9% | +121.2% | +20.3% |
| 3Y | +241.1% | -100.0% | +341.0% | +245.4% |
| 5Y | +549.2% | -100.0% | +649.1% | +558.1% |
| All | +858.9% | -100.0% | +958.8% | +943.2% |
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 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