+772.6%
CCJ vs Z
-19.5%
+792.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -2.4% |
| 7D | +0.4% | -6.5% | +6.9% | +1.4% |
| 30D | -17.2% | -0.1% | -17.1% | -17.7% |
| 3M | -25.1% | -14.1% | -11.0% | -23.9% |
| 6M | -37.6% | -30.1% | -7.5% | -34.5% |
| YTD | -20.4% | -57.5% | +37.2% | -9.8% |
| 1Y | -22.5% | -60.3% | +37.8% | -11.3% |
| 3Y | +72.5% | -21.0% | +93.5% | +71.3% |
| 5Y | +179.9% | -54.9% | +234.8% | +190.7% |
| 10Y | +772.6% | -16.0% | +788.6% | +662.4% |
| All | +772.6% | -19.5% | +792.1% | +662.4% |
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