+154.6%
JPM vs ZCMD
-100.0%
+254.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -2.3% |
| 30D | -2.3% | -19.8% | +17.5% | -2.3% |
| 3M | +14.9% | -62.1% | +77.0% | +14.3% |
| 6M | +23.6% | -99.5% | +123.1% | +25.0% |
| YTD | +11.3% | -99.7% | +111.0% | +12.8% |
| 1Y | +19.9% | -99.9% | +119.8% | +21.8% |
| 3Y | +162.6% | -100.0% | +262.6% | +173.6% |
| 5Y | +154.6% | -100.0% | +254.6% | +166.9% |
| All | +154.6% | -100.0% | +254.6% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling