-59.3%
ZTS vs CCJ
+166.4%
-225.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +1.0% | +5.0% | -4.0% | +0.6% |
| 30D | +12.4% | -16.7% | +29.1% | +13.9% |
| 3M | +13.6% | -27.5% | +41.1% | +16.3% |
| 6M | +9.3% | -38.6% | +47.9% | +13.3% |
| YTD | -32.6% | -21.5% | -11.0% | -32.1% |
| 1Y | -30.0% | -22.3% | -7.7% | -29.6% |
| 3Y | -48.7% | +69.9% | -118.6% | -54.9% |
| 5Y | -59.3% | +163.6% | -222.9% | -67.7% |
| All | -59.3% | +166.4% | -225.7% | -67.7% |
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