-40.7%
ZS vs CCJ
+347.8%
-388.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -3.8% | +4.2% | -8.0% | -4.9% |
| 30D | -6.0% | +3.2% | -9.2% | -7.0% |
| 3M | +32.0% | -1.8% | +33.8% | +31.7% |
| 6M | +2.1% | -13.5% | +15.7% | +3.9% |
| YTD | -26.2% | +9.7% | -35.9% | -31.7% |
| 1Y | -41.2% | +30.0% | -71.2% | -49.8% |
| 3Y | +3.3% | +172.6% | -169.3% | -39.1% |
| 5Y | -40.7% | +342.9% | -383.7% | -73.4% |
| All | -40.7% | +347.8% | -388.5% | -73.4% |
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