+475.6%
CCJ vs Z
+6.9%
+468.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.8% | +4.8% |
| 7D | -7.3% | -4.6% | -2.7% | -6.8% |
| 30D | -20.0% | +8.3% | -28.3% | -21.5% |
| 3M | -23.8% | -11.6% | -12.2% | -22.9% |
| 6M | -42.4% | -33.6% | -8.7% | -38.9% |
| YTD | -22.1% | -56.7% | +34.6% | -11.7% |
| 1Y | -20.8% | -59.1% | +38.3% | -9.5% |
| 3Y | +75.7% | -20.4% | +96.1% | +73.9% |
| 5Y | +167.4% | -55.3% | +222.7% | +178.9% |
| 10Y | +826.3% | -14.2% | +840.6% | +643.1% |
| All | +475.6% | +6.9% | +468.7% | +327.8% |
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 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