-99.7%
ZCMD vs ESTC
+82.8%
-182.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -4.1% |
| 7D | -7.7% | +2.4% | -10.1% | -5.9% |
| 30D | -34.8% | -4.2% | -30.5% | -37.4% |
| 3M | -56.3% | +2.5% | -58.8% | -57.1% |
| 6M | -99.7% | +81.5% | -181.2% | -97.1% |
| All | -99.7% | +82.8% | -182.5% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling