+76.9%
ENB vs ZCMD
-100.0%
+176.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | -1.1% | -22.7% | +21.6% | -1.0% |
| 3M | -8.5% | -62.5% | +54.0% | -8.5% |
| 6M | -4.5% | -99.5% | +94.9% | -2.5% |
| YTD | +9.1% | -99.7% | +108.8% | +11.7% |
| 1Y | +8.0% | -99.9% | +107.9% | +11.1% |
| All | +76.9% | -100.0% | +176.9% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling