-12.7%
JBLU vs ZCMD
-99.9%
+87.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.0% | +15.0% | +11.9% |
| 7D | +24.9% | -13.3% | +38.2% | +24.8% |
| 30D | -12.3% | -49.6% | +37.3% | -12.6% |
| 3M | -44.5% | -54.6% | +10.2% | -44.6% |
| 6M | -25.7% | -99.8% | +74.1% | -21.6% |
| YTD | -21.8% | -99.9% | +78.1% | -16.0% |
| 1Y | -12.7% | -99.9% | +87.2% | -0.1% |
| All | -12.7% | -99.9% | +87.2% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling