+24.3%
TEAM vs ZCMD
-100.0%
+124.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | -7.8% | -2.0% | -5.7% | -7.8% |
| 30D | +16.5% | -19.8% | +36.4% | +16.3% |
| 3M | +96.2% | -62.1% | +158.2% | +97.9% |
| 6M | +130.2% | -99.5% | +229.7% | +132.8% |
| YTD | +10.7% | -99.7% | +110.5% | +13.3% |
| 1Y | +3.0% | -99.9% | +102.9% | +6.8% |
| 3Y | -13.1% | -100.0% | +86.9% | -4.6% |
| 5Y | -52.7% | -100.0% | +47.3% | -47.7% |
| All | +24.3% | -100.0% | +124.3% | +51.2% |
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