+32.0%
CCJ vs Z
-63.9%
+95.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.7% | +1.7% |
| 7D | +5.9% | -3.3% | +9.2% | +6.2% |
| 30D | +4.7% | -3.7% | +8.4% | +4.9% |
| 3M | -3.3% | -7.0% | +3.7% | -2.7% |
| 6M | -7.0% | -29.5% | +22.5% | -4.4% |
| YTD | +11.5% | -52.6% | +64.0% | +14.9% |
| All | +32.0% | -63.9% | +95.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling