-99.9%
ZCMD vs ESTC
-5.1%
-94.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +3.0% |
| 7D | -4.1% | -3.3% | -0.8% | -5.5% |
| 30D | -22.7% | +13.4% | -36.2% | -16.2% |
| 3M | -62.5% | +41.3% | -103.8% | -52.7% |
| 6M | -99.5% | +62.6% | -162.0% | -99.2% |
| YTD | -99.7% | +14.8% | -114.5% | -99.6% |
| All | -99.9% | -5.1% | -94.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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