+322.3%
JCI vs ZCMD
-100.0%
+422.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +5.1% | -1.4% | +6.5% | +5.1% |
| 30D | -3.8% | -21.6% | +17.7% | -3.7% |
| 3M | +1.9% | -67.4% | +69.3% | +1.3% |
| 6M | +11.2% | -99.4% | +110.6% | +12.7% |
| YTD | +22.9% | -99.7% | +122.7% | +25.1% |
| 1Y | +37.4% | -99.9% | +137.3% | +40.5% |
| 3Y | +167.8% | -100.0% | +267.8% | +181.0% |
| 5Y | +115.0% | -100.0% | +215.0% | +125.7% |
| All | +322.3% | -100.0% | +422.3% | +356.1% |
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 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