+232.9%
JPM vs ZCMD
-100.0%
+332.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -1.1% | -21.6% | +20.5% | -1.0% |
| 3M | +14.1% | -67.4% | +81.5% | +13.3% |
| 6M | +23.3% | -99.4% | +122.7% | +27.4% |
| YTD | +11.3% | -99.7% | +111.0% | +16.3% |
| 1Y | +23.0% | -99.9% | +122.9% | +29.8% |
| 3Y | +162.6% | -100.0% | +262.5% | +191.8% |
| 5Y | +152.8% | -100.0% | +252.8% | +181.1% |
| All | +232.9% | -100.0% | +332.9% | +343.3% |
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