+834.1%
JBL vs ZCMD
-100.0%
+934.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.1% | +12.1% | +5.1% |
| 7D | +2.4% | -5.4% | +7.8% | +2.5% |
| 30D | -13.1% | -24.8% | +11.7% | -12.9% |
| 3M | -15.6% | -62.8% | +47.2% | -16.2% |
| 6M | +24.6% | -99.5% | +124.1% | +28.8% |
| YTD | +39.6% | -99.8% | +139.4% | +45.0% |
| 1Y | +48.6% | -99.9% | +148.5% | +55.9% |
| 3Y | +197.3% | -100.0% | +297.3% | +235.9% |
| 5Y | +413.0% | -100.0% | +513.0% | +480.8% |
| All | +834.1% | -100.0% | +934.1% | +1,177.6% |
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 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