+174.6%
ZTS vs CCJ
+439.8%
-265.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +1.9% | +6.9% | -5.0% | +1.1% |
| 3M | -4.0% | -11.6% | +7.6% | -3.1% |
| 6M | -39.1% | -16.2% | -22.9% | -38.4% |
| YTD | -38.8% | +10.1% | -48.9% | -40.1% |
| 1Y | -49.6% | +32.3% | -81.8% | -52.0% |
| 3Y | -59.0% | +171.3% | -230.3% | -65.3% |
| 5Y | -61.8% | +372.4% | -434.1% | -70.8% |
| 10Y | +61.4% | +1,070.0% | -1,008.6% | +1.1% |
| All | +174.6% | +439.8% | -265.2% | +82.7% |
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 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