+321.3%
JCI vs ZCMD
-100.0%
+421.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.3% | +2.3% |
| 7D | +0.7% | -5.4% | +6.2% | +0.8% |
| 30D | -4.4% | -24.8% | +20.3% | -4.3% |
| 3M | +1.7% | -62.8% | +64.5% | +1.0% |
| 6M | +8.8% | -99.5% | +108.3% | +10.4% |
| YTD | +22.6% | -99.8% | +122.4% | +24.8% |
| 1Y | +36.2% | -99.9% | +136.1% | +39.4% |
| 3Y | +168.0% | -100.0% | +268.0% | +181.3% |
| 5Y | +113.5% | -100.0% | +213.4% | +124.2% |
| All | +321.3% | -100.0% | +421.3% | +355.1% |
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 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