-60.8%
EOSE vs ZCMD
-100.0%
+39.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.1% | +6.1% | -0.8% |
| 7D | +1.8% | -5.4% | +7.2% | +1.9% |
| 30D | -6.8% | -24.8% | +17.9% | -6.3% |
| 3M | -36.3% | -62.8% | +26.5% | -37.2% |
| 6M | -38.8% | -99.5% | +60.8% | -29.2% |
| YTD | -65.5% | -99.8% | +34.2% | -58.2% |
| 1Y | -45.3% | -99.9% | +54.6% | -30.1% |
| 3Y | +44.2% | -100.0% | +144.2% | +114.7% |
| 5Y | -69.5% | -100.0% | +30.5% | -53.6% |
| All | -60.8% | -100.0% | +39.2% | -39.4% |
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