-17.0%
TEAM vs ZCMD
-100.0%
+83.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.8% |
| 7D | -4.7% | -4.1% | -0.5% | -4.8% |
| 30D | +17.0% | -22.7% | +39.8% | +16.4% |
| 3M | +85.9% | -62.5% | +148.4% | +89.1% |
| 6M | +116.7% | -99.5% | +216.1% | +107.4% |
| YTD | +9.6% | -99.7% | +109.4% | +5.0% |
| 1Y | -2.5% | -99.9% | +97.4% | -7.1% |
| All | -17.0% | -100.0% | +83.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling