+0.6%
ZS vs CCJ
+172.7%
-172.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | -3.8% | +4.2% | -8.0% | -4.4% |
| 30D | -6.0% | +3.2% | -9.2% | -6.5% |
| 3M | +32.0% | -1.8% | +33.8% | +31.9% |
| 6M | +2.1% | -13.5% | +15.7% | +3.1% |
| YTD | -26.2% | +9.7% | -35.9% | -29.5% |
| 1Y | -41.2% | +30.0% | -71.2% | -46.5% |
| All | +0.6% | +172.7% | -172.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling