-58.7%
ZTS vs CCJ
+174.2%
-233.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | -4.8% | +5.9% | -10.7% | -4.9% |
| 30D | +1.2% | +4.7% | -3.5% | +1.1% |
| 3M | -6.0% | -3.3% | -2.7% | -5.9% |
| 6M | -38.7% | -7.0% | -31.7% | -38.5% |
| YTD | -40.6% | +11.5% | -52.1% | -40.8% |
| 1Y | -50.6% | +32.3% | -82.9% | -51.0% |
| 3Y | -58.7% | +176.8% | -235.6% | -61.9% |
| All | -58.7% | +174.2% | -233.0% | -61.9% |
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