-62.2%
ZM vs CCJ
+159.0%
-221.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | +11.0% | -0.8% | +11.8% | +11.2% |
| 30D | +5.6% | -13.2% | +18.8% | +8.5% |
| 3M | -9.1% | -27.6% | +18.5% | -3.6% |
| 6M | -2.6% | -38.7% | +36.1% | +6.3% |
| YTD | +15.7% | -22.7% | +38.3% | +18.0% |
| 1Y | +18.8% | -17.6% | +36.3% | +19.2% |
| 3Y | +62.2% | +62.7% | -0.5% | +26.0% |
| All | -62.2% | +159.0% | -221.1% | -79.7% |
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 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