+169.4%
CCJ vs ZCMD
-100.0%
+269.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.6% |
| 7D | +4.2% | -4.1% | +8.3% | +4.2% |
| 30D | +3.2% | -22.7% | +25.9% | +3.4% |
| 3M | -1.8% | -62.5% | +60.7% | -2.3% |
| 6M | -13.5% | -99.5% | +85.9% | -12.8% |
| YTD | +9.7% | -99.7% | +109.5% | +10.8% |
| 1Y | +30.0% | -99.9% | +129.9% | +31.5% |
| All | +169.4% | -100.0% | +269.4% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling