-29.2%
ETHA vs ZCMD
-99.9%
+70.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -0.8% |
| 7D | +2.9% | -4.1% | +7.1% | +3.0% |
| 30D | +31.4% | -22.7% | +54.1% | +31.7% |
| 3M | +48.9% | -62.5% | +111.4% | +46.5% |
| 6M | +20.9% | -99.5% | +120.3% | +15.2% |
| YTD | -17.2% | -99.7% | +82.6% | -22.6% |
| 1Y | -42.8% | -99.9% | +57.1% | -48.9% |
| All | -29.2% | -99.9% | +70.7% | -33.7% |
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