+300.2%
CCJ vs ZBRA
-40.4%
+340.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | -4.0% | -3.4% | -0.6% | -3.1% |
| 30D | -2.4% | -7.4% | +5.0% | -0.2% |
| 3M | -2.3% | +57.5% | -59.8% | -15.7% |
| 6M | -16.2% | +64.0% | -80.2% | -28.9% |
| YTD | +5.7% | +44.3% | -38.6% | -7.6% |
| 1Y | +21.3% | +10.9% | +10.4% | +13.9% |
| 3Y | +159.4% | +37.5% | +121.9% | +119.0% |
| All | +300.2% | -40.4% | +340.5% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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