-20.7%
JD vs ZCMD
-100.0%
+79.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.5% |
| 7D | -3.0% | -4.1% | +1.2% | -2.9% |
| 30D | -19.3% | -22.7% | +3.4% | -19.0% |
| 3M | -6.0% | -62.5% | +56.5% | -7.8% |
| 6M | +1.8% | -99.5% | +101.2% | +12.4% |
| YTD | -2.6% | -99.7% | +97.2% | +10.6% |
| 1Y | -17.4% | -99.9% | +82.5% | -3.0% |
| 3Y | -8.6% | -100.0% | +91.4% | +17.5% |
| 5Y | -61.6% | -100.0% | +38.4% | -49.6% |
| All | -20.7% | -100.0% | +79.3% | +14.2% |
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