+164.4%
EQH vs ZCMD
-100.0%
+264.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.5% |
| 7D | +0.7% | -5.4% | +6.1% | +0.8% |
| 30D | +2.8% | -24.8% | +27.6% | +3.2% |
| 3M | +23.1% | -62.8% | +85.9% | +21.4% |
| 6M | +41.4% | -99.5% | +140.9% | +49.6% |
| YTD | +14.3% | -99.8% | +114.0% | +22.7% |
| 1Y | +1.6% | -99.9% | +101.5% | +11.1% |
| 3Y | +102.7% | -100.0% | +202.7% | +138.2% |
| 5Y | +104.5% | -100.0% | +204.5% | +140.2% |
| All | +164.4% | -100.0% | +264.4% | +284.4% |
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