-41.4%
ZS vs CCJ
+24.9%
-66.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.5% |
| 7D | -8.1% | -3.2% | -4.9% | -8.0% |
| 30D | -8.4% | -1.3% | -7.1% | -8.5% |
| 3M | +31.1% | +2.5% | +28.6% | +31.0% |
| 6M | +4.4% | -18.9% | +23.3% | +4.4% |
| YTD | -27.3% | +6.5% | -33.8% | -29.9% |
| 1Y | -41.4% | +22.8% | -64.2% | -44.5% |
| All | -41.4% | +24.9% | -66.2% | -44.5% |
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 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