-23.7%
ENPH vs ZCMD
-100.0%
+76.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.2% | +6.8% |
| 7D | +9.3% | -1.4% | +10.7% | +9.3% |
| 30D | -7.3% | -21.6% | +14.3% | -6.8% |
| 3M | -31.7% | -67.4% | +35.6% | -32.9% |
| 6M | -3.5% | -99.4% | +96.0% | +4.2% |
| YTD | +21.2% | -99.7% | +120.9% | +34.5% |
| 1Y | +0.1% | -99.9% | +99.9% | +14.1% |
| 3Y | -67.7% | -100.0% | +32.3% | -59.3% |
| 5Y | -76.2% | -100.0% | +23.8% | -69.9% |
| All | -23.7% | -100.0% | +76.3% | +27.5% |
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