-42.7%
ETHA vs ZCMD
-99.9%
+57.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.1% | -2.5% |
| 7D | +0.8% | -8.0% | +8.8% | +1.1% |
| 30D | +27.9% | -27.9% | +55.8% | +28.9% |
| 3M | +38.3% | -74.6% | +112.9% | +37.1% |
| 6M | +14.0% | -99.5% | +113.4% | +26.2% |
| YTD | -17.4% | -99.7% | +82.3% | -3.1% |
| 1Y | -42.7% | -99.9% | +57.2% | -29.5% |
| All | -42.7% | -99.9% | +57.2% | -29.5% |
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