+753.7%
CCJ vs Z
-16.5%
+770.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -2.0% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -13.2% | +5.2% | -18.4% | -14.3% |
| 3M | -27.6% | -17.0% | -10.6% | -25.9% |
| 6M | -38.7% | -22.7% | -16.0% | -36.8% |
| YTD | -22.7% | -56.3% | +33.6% | -12.8% |
| 1Y | -17.6% | -57.7% | +40.1% | -6.6% |
| 3Y | +62.7% | -16.5% | +79.2% | +60.2% |
| 5Y | +159.7% | -53.4% | +213.1% | +168.4% |
| All | +753.7% | -16.5% | +770.1% | +632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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