+414.5%
ZS vs CCJ
+1,023.1%
-608.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -7.8% | +0.7% | -8.6% | -8.0% |
| 30D | +5.0% | +6.9% | -1.8% | +3.3% |
| 3M | +25.5% | -11.6% | +37.2% | +28.4% |
| 6M | +8.7% | -16.2% | +24.9% | +11.0% |
| YTD | -24.5% | +10.1% | -34.6% | -28.8% |
| 1Y | -36.7% | +32.3% | -69.0% | -44.1% |
| 3Y | +7.2% | +171.3% | -164.1% | -25.7% |
| 5Y | -40.9% | +372.4% | -413.3% | -65.1% |
| All | +414.5% | +1,023.1% | -608.6% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling