-24.8%
ETHA vs ZCMD
-99.9%
+75.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +5.8% |
| 7D | +2.1% | -13.3% | +15.5% | +2.5% |
| 30D | -10.7% | -49.6% | +38.9% | -8.9% |
| 3M | +29.0% | -54.6% | +83.6% | +31.4% |
| 6M | +2.7% | -99.8% | +102.4% | +18.5% |
| YTD | -18.7% | -99.9% | +81.2% | -3.3% |
| 1Y | -24.8% | -99.9% | +75.1% | -14.8% |
| All | -24.8% | -99.9% | +75.1% | -14.8% |
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