-25.9%
CCJ vs Q
+19.7%
-45.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -14.5% | -3.3% | -11.2% | -13.1% |
| 30D | -18.1% | -9.7% | -8.4% | -14.2% |
| 3M | -23.0% | -16.1% | -6.9% | -17.1% |
| 6M | -39.4% | -15.7% | -23.7% | -37.1% |
| YTD | -21.7% | +45.7% | -67.4% | -41.8% |
| 1Y | -25.9% | +18.0% | -43.9% | -38.2% |
| All | -25.9% | +19.7% | -45.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling