-14.7%
JBLU vs ZCMD
-100.0%
+85.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.2% |
| 7D | -5.0% | -5.4% | +0.5% | -5.0% |
| 30D | -23.9% | -24.8% | +0.9% | -23.9% |
| 3M | -11.6% | -62.8% | +51.1% | -11.2% |
| 6M | -0.2% | -99.5% | +99.3% | +3.2% |
| YTD | -3.3% | -99.8% | +96.5% | +0.7% |
| 1Y | -15.4% | -99.9% | +84.5% | -11.3% |
| 3Y | -14.7% | -100.0% | +85.3% | -15.9% |
| All | -14.7% | -100.0% | +85.3% | -15.9% |
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