+319.2%
ZETA vs CCJ
+237.8%
+81.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | 0.0% |
| 7D | +26.5% | +5.0% | +21.4% | +24.1% |
| 30D | +10.3% | -16.7% | +26.9% | +18.0% |
| 3M | +30.5% | -27.5% | +58.1% | +46.2% |
| 6M | +129.4% | -38.6% | +168.0% | +172.0% |
| YTD | +83.1% | -21.5% | +104.7% | +92.9% |
| 1Y | +82.1% | -22.3% | +104.4% | +92.2% |
| 3Y | +352.3% | +69.9% | +282.4% | +206.3% |
| 5Y | +293.1% | +163.6% | +129.6% | +91.1% |
| All | +319.2% | +237.8% | +81.4% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling