+341.8%
ZETA vs CCJ
+346.5%
-4.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | -2.4% | +5.9% | -8.4% | -4.5% |
| 30D | +15.6% | +4.7% | +10.9% | +13.3% |
| 3M | +41.5% | -3.3% | +44.8% | +42.4% |
| 6M | +63.4% | -7.0% | +70.5% | +64.8% |
| YTD | +51.3% | +11.5% | +39.8% | +40.2% |
| 1Y | +65.8% | +32.3% | +33.5% | +38.6% |
| 3Y | +279.2% | +176.8% | +102.4% | +106.2% |
| 5Y | +341.8% | +351.8% | -10.0% | +74.4% |
| All | +341.8% | +346.5% | -4.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling