+1,099.7%
CCJ vs Z
-5.7%
+1,105.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | +4.2% | -7.1% | +11.2% | +5.4% |
| 30D | +3.2% | -4.8% | +8.0% | +3.8% |
| 3M | -1.8% | -9.3% | +7.5% | -0.8% |
| 6M | -13.5% | -29.0% | +15.4% | -9.1% |
| YTD | +9.7% | -52.9% | +62.6% | +23.1% |
| 1Y | +30.0% | -63.1% | +93.1% | +51.5% |
| 3Y | +172.6% | -36.9% | +209.5% | +182.2% |
| 5Y | +342.9% | -65.5% | +408.4% | +373.1% |
| 10Y | +1,099.7% | -3.9% | +1,103.6% | +837.3% |
| All | +1,099.7% | -5.7% | +1,105.4% | +837.3% |
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