-5.9%
JD vs ZCMD
-99.9%
+94.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +1.5% |
| 7D | -4.1% | -7.7% | +3.6% | -4.1% |
| 30D | +4.6% | -34.8% | +39.4% | +4.7% |
| 3M | -4.7% | -56.3% | +51.6% | -4.6% |
| 6M | -17.4% | -99.7% | +82.3% | -13.0% |
| YTD | +0.7% | -99.9% | +100.6% | +6.6% |
| 1Y | -5.9% | -99.9% | +94.0% | +1.2% |
| All | -5.9% | -99.9% | +94.0% | +1.2% |
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 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