+23.6%
EWZ vs ZCMD
-100.0%
+123.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.3% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | -26.2% | -39.5% | +13.3% | -25.4% |
| 3M | -8.6% | -57.8% | +49.2% | -7.2% |
| 6M | -17.0% | -99.7% | +82.6% | -11.0% |
| YTD | +2.2% | -99.9% | +102.0% | +11.2% |
| 1Y | +2.7% | -99.9% | +102.6% | +12.5% |
| 3Y | +18.2% | -100.0% | +118.2% | +40.1% |
| 5Y | +56.0% | -100.0% | +156.0% | +90.2% |
| All | +23.6% | -100.0% | +123.6% | +80.8% |
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