+12.8%
TEAM vs ZCMD
-99.9%
+112.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.1% | -2.7% |
| 7D | -0.4% | -8.0% | +7.6% | -0.6% |
| 30D | +67.3% | -27.9% | +95.2% | +65.8% |
| 3M | +86.8% | -74.6% | +161.4% | +85.9% |
| 6M | +146.8% | -99.5% | +246.3% | +123.5% |
| YTD | +16.9% | -99.7% | +116.7% | +9.8% |
| 1Y | +12.8% | -99.9% | +112.7% | +10.6% |
| All | +12.8% | -99.9% | +112.7% | +10.6% |
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