-42.8%
ETHA vs ZCMD
-99.9%
+57.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.1% | +10.3% | +3.5% |
| 7D | +3.5% | -5.4% | +8.9% | +3.6% |
| 30D | +35.3% | -24.8% | +60.1% | +36.2% |
| 3M | +50.9% | -62.8% | +113.7% | +46.4% |
| 6M | +22.1% | -99.5% | +121.6% | +36.7% |
| YTD | -14.6% | -99.8% | +85.2% | +0.5% |
| 1Y | -42.8% | -99.9% | +57.1% | -27.4% |
| All | -42.8% | -99.9% | +57.1% | -27.4% |
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 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