+395.4%
ZS vs CCJ
+986.1%
-590.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | -8.1% | -3.2% | -4.9% | -7.4% |
| 30D | -8.4% | -1.3% | -7.1% | -8.3% |
| 3M | +31.1% | +2.5% | +28.6% | +29.6% |
| 6M | +4.4% | -18.9% | +23.3% | +7.6% |
| YTD | -27.3% | +6.5% | -33.8% | -31.0% |
| 1Y | -41.4% | +22.8% | -64.2% | -47.2% |
| 3Y | +1.7% | +164.5% | -162.8% | -29.2% |
| 5Y | -39.6% | +303.7% | -343.3% | -63.4% |
| All | +395.4% | +986.1% | -590.7% | +114.5% |
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 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