+48.9%
EVRG vs ZCMD
-100.0%
+148.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | 0.0% | -19.8% | +19.8% | 0.0% |
| 3M | -1.0% | -62.1% | +61.1% | -0.8% |
| 6M | +1.0% | -99.5% | +100.5% | +1.9% |
| YTD | +15.1% | -99.7% | +114.8% | +16.0% |
| 1Y | +17.6% | -99.9% | +117.5% | +18.4% |
| 3Y | +70.5% | -100.0% | +170.5% | +71.0% |
| 5Y | +48.9% | -100.0% | +148.9% | +47.2% |
| All | +48.9% | -100.0% | +148.9% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling