+753.7%
CCJ vs QID
-99.0%
+852.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -0.4% |
| 7D | -0.8% | -7.1% | +6.3% | -3.5% |
| 30D | -13.2% | +12.6% | -25.8% | -7.5% |
| 3M | -27.6% | +14.2% | -41.9% | -21.9% |
| 6M | -38.7% | +6.2% | -44.9% | -34.2% |
| YTD | -22.7% | -21.8% | -0.9% | -25.0% |
| 1Y | -17.6% | -23.1% | +5.6% | -20.1% |
| 3Y | +62.7% | -71.3% | +134.0% | +22.5% |
| 5Y | +159.7% | -77.0% | +236.7% | +106.4% |
| All | +753.7% | -99.0% | +852.7% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling