-62.4%
ZTS vs CCJ
+347.8%
-410.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -3.8% | +4.2% | -7.9% | -4.1% |
| 30D | -2.0% | +3.2% | -5.2% | -2.3% |
| 3M | -10.2% | -1.8% | -8.4% | -10.2% |
| 6M | -39.4% | -13.5% | -25.9% | -38.9% |
| YTD | -40.8% | +9.7% | -50.6% | -41.8% |
| 1Y | -50.1% | +30.0% | -80.1% | -52.0% |
| 3Y | -58.9% | +172.6% | -231.5% | -65.1% |
| 5Y | -62.4% | +342.9% | -405.3% | -70.6% |
| All | -62.4% | +347.8% | -410.2% | -70.6% |
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