+22.2%
CCJ vs ZBH
-8.7%
+30.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -3.0% |
| 7D | -3.2% | -6.6% | +3.4% | -3.3% |
| 30D | -1.3% | -4.9% | +3.6% | -1.4% |
| 3M | +2.5% | +5.1% | -2.6% | +2.5% |
| 6M | -18.9% | +1.3% | -20.2% | -18.4% |
| YTD | +6.5% | +3.4% | +3.1% | +8.4% |
| All | +22.2% | -8.7% | +30.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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