+178.1%
EOG vs ZCMD
-100.0%
+278.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +1.0% | -2.0% | +3.1% | +1.0% |
| 30D | +2.8% | -19.8% | +22.6% | +2.9% |
| 3M | +5.9% | -62.1% | +68.0% | +5.5% |
| 6M | +17.1% | -99.5% | +116.5% | +21.3% |
| YTD | +43.9% | -99.7% | +143.7% | +50.4% |
| 1Y | +26.9% | -99.9% | +126.8% | +33.8% |
| 3Y | +23.6% | -100.0% | +123.5% | +36.4% |
| 5Y | +178.1% | -100.0% | +278.1% | +217.6% |
| All | +178.1% | -100.0% | +278.1% | +217.6% |
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