+54.0%
ZM vs CCJ
+751.3%
-697.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.4% |
| 7D | -2.7% | -3.2% | +0.4% | -2.3% |
| 30D | -10.0% | -1.3% | -8.7% | -9.9% |
| 3M | +1.6% | +2.5% | -0.9% | +1.0% |
| 6M | +25.0% | -18.9% | +43.9% | +27.3% |
| YTD | +10.6% | +6.5% | +4.1% | +8.1% |
| 1Y | +14.0% | +22.8% | -8.9% | +8.2% |
| 3Y | +32.5% | +164.5% | -132.0% | +8.6% |
| 5Y | -68.3% | +303.7% | -372.1% | -76.1% |
| All | +54.0% | +751.3% | -697.4% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling