+202.6%
ZTS vs CCJ
+284.6%
-82.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.8% |
| 7D | +1.0% | +5.0% | -4.0% | +0.5% |
| 30D | +12.4% | -16.7% | +29.1% | +14.3% |
| 3M | +13.6% | -27.5% | +41.1% | +17.0% |
| 6M | +9.3% | -38.6% | +47.9% | +14.2% |
| YTD | -32.6% | -21.5% | -11.0% | -31.8% |
| 1Y | -30.0% | -22.3% | -7.7% | -29.3% |
| 3Y | -48.7% | +69.9% | -118.6% | -54.4% |
| 5Y | -59.3% | +163.6% | -222.9% | -66.7% |
| 10Y | +79.8% | +782.3% | -702.5% | +15.7% |
| All | +202.6% | +284.6% | -82.1% | +107.9% |
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 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