+81.0%
ENB vs ZCMD
-100.0%
+181.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | -0.9% |
| 7D | -4.7% | -5.4% | +0.8% | -4.6% |
| 30D | -5.9% | -24.8% | +18.9% | -5.7% |
| 3M | -14.2% | -62.8% | +48.5% | -14.8% |
| 6M | -8.6% | -99.5% | +90.9% | -4.5% |
| YTD | +3.9% | -99.8% | +103.6% | +9.5% |
| 1Y | +1.8% | -99.9% | +101.7% | +8.8% |
| 3Y | +68.5% | -100.0% | +168.5% | +87.5% |
| 5Y | +62.4% | -100.0% | +162.4% | +81.2% |
| All | +81.0% | -100.0% | +181.0% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling