+3.8%
TEAM vs ZCMD
-100.0%
+103.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.4% | -7.7% | +5.3% | -2.5% |
| 30D | -26.7% | -34.8% | +8.1% | -27.0% |
| 3M | -9.6% | -56.3% | +46.7% | -10.3% |
| 6M | +86.0% | -99.7% | +185.7% | +86.6% |
| YTD | -7.5% | -99.9% | +92.4% | -5.9% |
| 1Y | -1.4% | -99.9% | +98.6% | +0.9% |
| 3Y | -14.3% | -100.0% | +85.7% | -7.4% |
| 5Y | -66.3% | -100.0% | +33.7% | -62.6% |
| All | +3.8% | -100.0% | +103.8% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling