+235.5%
JPM vs ZCMD
-100.0%
+335.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.8% |
| 7D | -0.7% | -5.4% | +4.8% | -0.6% |
| 30D | -2.5% | -24.8% | +22.3% | -2.3% |
| 3M | +14.1% | -62.8% | +76.9% | +13.1% |
| 6M | +25.1% | -99.5% | +124.6% | +29.6% |
| YTD | +12.1% | -99.8% | +111.9% | +17.2% |
| 1Y | +18.8% | -99.9% | +118.7% | +25.7% |
| 3Y | +163.4% | -100.0% | +263.4% | +192.8% |
| 5Y | +156.5% | -100.0% | +256.5% | +185.9% |
| All | +235.5% | -100.0% | +335.5% | +346.9% |
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