+194.8%
EOG vs ZCMD
-100.0%
+294.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | 0.0% |
| 7D | +1.5% | -5.4% | +6.9% | +1.6% |
| 30D | +2.9% | -24.8% | +27.7% | +3.3% |
| 3M | +8.7% | -62.8% | +71.5% | +7.3% |
| 6M | +12.9% | -99.5% | +112.4% | +22.1% |
| YTD | +43.8% | -99.8% | +143.6% | +58.6% |
| 1Y | +27.1% | -99.9% | +127.0% | +43.9% |
| 3Y | +25.9% | -100.0% | +125.9% | +56.3% |
| 5Y | +177.9% | -100.0% | +277.9% | +246.2% |
| All | +194.8% | -100.0% | +294.8% | +426.3% |
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