+90.2%
JEPQ vs ZCMD
-100.0%
+190.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.1% |
| 30D | +1.3% | -22.7% | +24.0% | +1.4% |
| 3M | +4.7% | -62.5% | +67.2% | +4.4% |
| 6M | +10.6% | -99.5% | +110.1% | +10.6% |
| YTD | +11.4% | -99.7% | +111.2% | +11.4% |
| 1Y | +19.4% | -99.9% | +119.3% | +19.3% |
| 3Y | +71.7% | -100.0% | +171.7% | +73.0% |
| All | +90.2% | -100.0% | +190.2% | +93.3% |
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