+22.2%
CCJ vs ZCMD
-99.9%
+122.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -3.2% | -2.0% | -1.1% | -3.2% |
| 30D | -1.3% | -19.8% | +18.5% | -1.1% |
| 3M | +2.5% | -62.1% | +64.6% | +2.0% |
| 6M | -18.9% | -99.5% | +80.6% | -18.1% |
| YTD | +6.5% | -99.7% | +106.2% | +6.8% |
| All | +22.2% | -99.9% | +122.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling