+34.7%
EWZ vs ZCMD
-99.9%
+134.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | -0.1% | -4.1% | +4.1% | 0.0% |
| 30D | +8.2% | -22.7% | +30.9% | +8.5% |
| 3M | +13.3% | -62.5% | +75.8% | +12.4% |
| 6M | +3.6% | -99.5% | +103.0% | +7.8% |
| YTD | +21.0% | -99.7% | +120.7% | +26.2% |
| 1Y | +34.7% | -99.9% | +134.6% | +41.6% |
| All | +34.7% | -99.9% | +134.6% | +41.6% |
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