+814.4%
JBL vs ZCMD
-100.0%
+914.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.3% |
| 7D | +4.0% | -4.1% | +8.1% | +4.0% |
| 30D | -7.5% | -22.7% | +15.2% | -7.3% |
| 3M | -14.1% | -62.5% | +48.4% | -14.6% |
| 6M | +25.9% | -99.5% | +125.3% | +30.0% |
| YTD | +36.7% | -99.7% | +136.4% | +41.8% |
| 1Y | +49.0% | -99.9% | +148.9% | +56.2% |
| 3Y | +191.8% | -100.0% | +291.8% | +229.4% |
| 5Y | +409.8% | -100.0% | +509.8% | +476.8% |
| All | +814.4% | -100.0% | +914.4% | +1,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling