+157.0%
CCJ vs Z
-55.4%
+212.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.8% | +4.8% |
| 7D | -7.3% | -4.6% | -2.7% | -6.7% |
| 30D | -20.0% | +8.3% | -28.3% | -21.9% |
| 3M | -23.8% | -11.6% | -12.2% | -22.7% |
| 6M | -42.4% | -33.6% | -8.7% | -38.0% |
| YTD | -22.1% | -56.7% | +34.6% | -8.7% |
| 1Y | -20.8% | -59.1% | +38.3% | -6.1% |
| 3Y | +75.7% | -20.4% | +96.1% | +70.4% |
| All | +157.0% | -55.4% | +212.4% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling