+45.5%
EWZ vs ZCMD
-100.0%
+145.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.6% |
| 7D | +6.5% | -8.0% | +14.5% | +6.7% |
| 30D | +4.8% | -27.9% | +32.7% | +5.4% |
| 3M | +9.9% | -74.6% | +84.5% | +9.2% |
| 6M | +1.9% | -99.5% | +101.4% | +8.0% |
| YTD | +20.3% | -99.7% | +120.0% | +29.5% |
| 1Y | +35.6% | -99.9% | +135.5% | +48.4% |
| 3Y | +43.4% | -100.0% | +143.4% | +69.9% |
| 5Y | +55.9% | -100.0% | +155.9% | +86.2% |
| All | +45.5% | -100.0% | +145.5% | +110.5% |
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