-29.4%
EW vs ZCMD
-100.0%
+70.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -5.1% | -4.1% | -1.0% | -5.1% |
| 30D | -6.4% | -22.7% | +16.4% | -6.3% |
| 3M | -1.6% | -62.5% | +60.9% | -1.8% |
| 6M | +2.3% | -99.5% | +101.7% | +3.9% |
| YTD | +1.1% | -99.7% | +100.8% | +3.0% |
| 1Y | +8.0% | -99.9% | +107.9% | +10.4% |
| 3Y | +16.3% | -100.0% | +116.3% | +23.8% |
| 5Y | -29.4% | -100.0% | +70.6% | -24.4% |
| All | -29.4% | -100.0% | +70.6% | -24.4% |
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 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