+89.2%
CCJ vs ZYBT
-57.8%
+147.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | -3.2% | -2.5% | -0.7% | -3.2% |
| 30D | -1.3% | -1.2% | -0.1% | -1.3% |
| 3M | +2.5% | +76.7% | -74.2% | +3.3% |
| 6M | -18.9% | +103.6% | -122.5% | -18.4% |
| YTD | +6.5% | +38.3% | -31.8% | +7.0% |
| 1Y | +22.8% | -84.7% | +107.5% | +22.8% |
| All | +89.2% | -57.8% | +147.1% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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