+163.9%
CCJ vs ZBH
-16.1%
+180.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | -13.2% | +12.5% | -25.6% | -16.1% |
| 3M | -27.6% | +3.9% | -31.6% | -28.7% |
| 6M | -38.7% | +25.4% | -64.1% | -43.3% |
| YTD | -22.7% | +15.7% | -38.4% | -26.9% |
| 1Y | -17.6% | +15.2% | -32.8% | -22.0% |
| 3Y | +62.7% | +0.3% | +62.3% | +54.1% |
| All | +163.9% | -16.1% | +180.0% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling