+55.5%
ZTS vs CCJ
+1,074.4%
-1,018.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -4.5% | -3.2% | -1.3% | -4.2% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -9.7% | +2.5% | -12.3% | -10.2% |
| 6M | -38.8% | -18.9% | -20.0% | -37.9% |
| YTD | -41.2% | +6.5% | -47.7% | -42.2% |
| 1Y | -50.3% | +22.8% | -73.1% | -52.2% |
| 3Y | -59.1% | +164.5% | -223.6% | -65.3% |
| 5Y | -62.8% | +303.7% | -366.5% | -70.8% |
| All | +55.5% | +1,074.4% | -1,018.9% | -9.3% |
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