-18.0%
JD vs ZCMD
-100.0%
+82.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.6% |
| 7D | -4.1% | -7.7% | +3.6% | -4.0% |
| 30D | +4.6% | -34.8% | +39.4% | +5.5% |
| 3M | -4.7% | -56.3% | +51.6% | -3.5% |
| 6M | -17.4% | -99.7% | +82.3% | -7.9% |
| YTD | +0.7% | -99.9% | +100.6% | +15.6% |
| 1Y | -5.9% | -99.9% | +94.0% | +9.5% |
| 3Y | +18.9% | -100.0% | +118.9% | +52.7% |
| 5Y | -62.9% | -100.0% | +37.1% | -50.3% |
| All | -18.0% | -100.0% | +82.0% | +19.4% |
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 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