+1,053.8%
CCJ vs ZCMD
-100.0%
+1,153.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -3.2% | -2.0% | -1.1% | -3.1% |
| 30D | -1.3% | -19.8% | +18.5% | -1.0% |
| 3M | +2.5% | -62.1% | +64.6% | +1.1% |
| 6M | -18.9% | -99.5% | +80.6% | -13.8% |
| YTD | +6.5% | -99.7% | +106.2% | +14.9% |
| 1Y | +22.8% | -99.9% | +122.7% | +35.1% |
| 3Y | +164.5% | -100.0% | +264.5% | +218.0% |
| 5Y | +303.7% | -100.0% | +403.7% | +388.1% |
| All | +1,053.8% | -100.0% | +1,153.8% | +1,682.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling