+64.0%
ENB vs ZCMD
-100.0%
+164.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.8% |
| 7D | -4.6% | -2.0% | -2.5% | -4.5% |
| 30D | -5.2% | -19.8% | +14.6% | -5.2% |
| 3M | -13.4% | -62.1% | +48.7% | -13.5% |
| 6M | -7.8% | -99.5% | +91.7% | -6.1% |
| YTD | +4.9% | -99.7% | +104.6% | +7.1% |
| 1Y | +3.2% | -99.9% | +103.1% | +5.9% |
| 3Y | +71.0% | -100.0% | +171.0% | +75.4% |
| 5Y | +64.0% | -100.0% | +164.0% | +68.9% |
| All | +64.0% | -100.0% | +164.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling