-67.5%
ZM vs CCJ
+347.8%
-415.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | +0.3% | +4.2% | -3.8% | -0.5% |
| 30D | -10.3% | +3.2% | -13.5% | -11.0% |
| 3M | -0.7% | -1.8% | +1.1% | -0.8% |
| 6M | +24.8% | -13.5% | +38.4% | +26.7% |
| YTD | +11.5% | +9.7% | +1.7% | +6.5% |
| 1Y | +12.3% | +30.0% | -17.7% | +1.7% |
| 3Y | +33.5% | +172.6% | -139.1% | -7.7% |
| 5Y | -67.5% | +342.9% | -410.4% | -82.2% |
| All | -67.5% | +347.8% | -415.3% | -82.2% |
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