+214.7%
CCJ vs QID
-100.0%
+314.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | +0.7% | -0.6% | +1.4% | +0.5% |
| 30D | +6.9% | 0.0% | +6.9% | +7.2% |
| 3M | -11.6% | +3.7% | -15.4% | -7.5% |
| 6M | -16.2% | -29.9% | +13.6% | -26.0% |
| YTD | +10.1% | -28.8% | +38.9% | -1.1% |
| 1Y | +32.3% | -37.2% | +69.4% | +13.7% |
| 3Y | +171.3% | -73.7% | +245.0% | +76.0% |
| 5Y | +372.4% | -80.7% | +453.1% | +218.6% |
| 10Y | +1,070.0% | -99.1% | +1,169.2% | +113.7% |
| All | +214.7% | -100.0% | +314.6% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling