-9.7%
JD vs ZCMD
-99.9%
+90.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.1% | +3.1% |
| 7D | +9.0% | -13.3% | +22.3% | +9.0% |
| 30D | +5.2% | -49.6% | +54.8% | +5.3% |
| 3M | -15.9% | -54.6% | +38.7% | -15.8% |
| 6M | -7.7% | -99.8% | +92.1% | -2.1% |
| YTD | +0.1% | -99.9% | +99.9% | +6.1% |
| 1Y | -9.7% | -99.9% | +90.2% | -2.4% |
| All | -9.7% | -99.9% | +90.2% | -2.4% |
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