-27.0%
ETHA vs ZCMD
-99.9%
+72.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.1% | +10.3% | +3.3% |
| 7D | +3.5% | -5.4% | +8.9% | +3.5% |
| 30D | +35.3% | -24.8% | +60.1% | +35.7% |
| 3M | +50.9% | -62.8% | +113.7% | +48.6% |
| 6M | +22.1% | -99.5% | +121.6% | +16.3% |
| YTD | -14.6% | -99.8% | +85.2% | -20.1% |
| 1Y | -42.8% | -99.9% | +57.1% | -48.9% |
| All | -27.0% | -99.9% | +72.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling