-19.2%
JD vs ZCMD
-100.0%
+80.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.2% |
| 7D | -4.0% | -2.9% | -1.1% | -4.0% |
| 30D | +2.7% | -28.5% | +31.1% | +3.3% |
| 3M | -13.0% | -56.5% | +43.5% | -11.8% |
| 6M | -12.7% | -99.7% | +87.0% | -2.9% |
| YTD | -0.8% | -99.9% | +99.1% | +13.8% |
| 1Y | -8.9% | -99.9% | +91.0% | +5.9% |
| 3Y | +17.0% | -100.0% | +117.0% | +50.7% |
| 5Y | -63.5% | -100.0% | +36.5% | -51.1% |
| All | -19.2% | -100.0% | +80.8% | +17.6% |
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