+713.3%
CCJ vs Z
+25.1%
+688.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +0.7% | -3.0% | +3.7% | +1.3% |
| 30D | +6.9% | -4.2% | +11.0% | +7.4% |
| 3M | -11.6% | -3.7% | -7.9% | -11.6% |
| 6M | -16.2% | -24.5% | +8.3% | -12.7% |
| YTD | +10.1% | -49.3% | +59.4% | +22.3% |
| 1Y | +32.3% | -58.7% | +90.9% | +51.5% |
| 3Y | +171.3% | -34.1% | +205.4% | +178.9% |
| 5Y | +372.4% | -64.5% | +436.9% | +404.8% |
| 10Y | +1,070.0% | -0.5% | +1,070.5% | +820.9% |
| All | +713.3% | +25.1% | +688.2% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling