+1,093.1%
CCJ vs ZCMD
-100.0%
+1,193.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.2% |
| 7D | +0.7% | -8.0% | +8.7% | +0.9% |
| 30D | +6.9% | -27.9% | +34.7% | +7.4% |
| 3M | -11.6% | -74.6% | +62.9% | -12.0% |
| 6M | -16.2% | -99.5% | +83.2% | -11.2% |
| YTD | +10.1% | -99.7% | +109.9% | +18.9% |
| 1Y | +32.3% | -99.9% | +132.2% | +45.3% |
| 3Y | +171.3% | -100.0% | +271.3% | +226.6% |
| 5Y | +372.4% | -100.0% | +472.4% | +474.4% |
| All | +1,093.1% | -100.0% | +1,193.1% | +1,744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling