-53.1%
TEAM vs ZCMD
-100.0%
+46.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.8% |
| 7D | -4.7% | -4.1% | -0.5% | -4.7% |
| 30D | +17.0% | -22.7% | +39.8% | +16.5% |
| 3M | +85.9% | -62.5% | +148.4% | +88.5% |
| 6M | +116.7% | -99.5% | +216.1% | +113.2% |
| YTD | +9.6% | -99.7% | +109.4% | +8.6% |
| 1Y | -2.5% | -99.9% | +97.4% | -2.9% |
| 3Y | -14.0% | -100.0% | +86.0% | -10.6% |
| 5Y | -53.1% | -100.0% | +46.9% | -49.8% |
| All | -53.1% | -100.0% | +46.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling