-100.0%
ZCMD vs JAAA
+26.5%
-126.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.2% |
| 7D | -5.4% | +0.1% | -5.5% | -5.6% |
| 30D | -24.8% | +0.5% | -25.3% | -25.4% |
| 3M | -62.8% | +1.3% | -64.1% | -63.7% |
| 6M | -99.5% | +2.8% | -102.3% | -99.6% |
| YTD | -99.8% | +3.3% | -103.0% | -99.8% |
| 1Y | -99.9% | +4.9% | -104.8% | -99.9% |
| 3Y | -100.0% | +19.0% | -119.0% | -100.0% |
| All | -100.0% | +26.5% | -126.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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