+2.0%
EWZ vs ZCMD
-99.9%
+101.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | +0.6% | +1.4% | -0.8% | +0.6% |
| 30D | -25.5% | -29.9% | +4.4% | -25.0% |
| 3M | -4.5% | -54.9% | +50.3% | -3.5% |
| 6M | -15.3% | -99.7% | +84.4% | -11.0% |
| YTD | +3.1% | -99.9% | +102.9% | +8.0% |
| All | +2.0% | -99.9% | +101.9% | +4.4% |
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 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