-31.6%
ZS vs CCJ
-26.2%
-5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -12.3% | -14.5% | +2.2% | -11.9% |
| 30D | +11.2% | -18.1% | +29.3% | +11.7% |
| 3M | +37.5% | -23.0% | +60.5% | +37.7% |
| 6M | +57.8% | -39.4% | +97.2% | +57.3% |
| YTD | -0.2% | -21.7% | +21.4% | -7.9% |
| 1Y | -31.6% | -25.9% | -5.7% | -36.1% |
| All | -31.6% | -26.2% | -5.4% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling