+20.1%
EQH vs ZCMD
-99.9%
+120.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.7% |
| 7D | -3.1% | -12.9% | +9.8% | -3.0% |
| 30D | -2.9% | -45.2% | +42.3% | -2.3% |
| 3M | +3.1% | -59.4% | +62.5% | +4.0% |
| 6M | +21.8% | -99.8% | +121.6% | +29.3% |
| YTD | +13.3% | -99.9% | +113.2% | +23.0% |
| 1Y | +20.1% | -99.9% | +120.1% | +38.1% |
| All | +20.1% | -99.9% | +120.0% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling