-17.6%
CCJ vs Q
+29.7%
-47.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | +0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -13.2% | -2.7% | -10.5% | -12.2% |
| 3M | -27.6% | -16.9% | -10.7% | -21.8% |
| 6M | -38.7% | -26.9% | -11.8% | -31.2% |
| YTD | -22.7% | +45.2% | -67.9% | -41.5% |
| 1Y | -17.6% | +38.1% | -55.7% | -36.1% |
| All | -17.6% | +29.7% | -47.3% | -36.1% |
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