+847.7%
CCJ vs QS
-46.4%
+894.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -4.0% | -3.6% | -0.4% | -3.7% |
| 30D | -2.4% | -17.2% | +14.9% | -0.4% |
| 3M | -2.3% | -27.0% | +24.7% | +0.6% |
| 6M | -16.2% | -24.6% | +8.4% | -14.0% |
| YTD | +5.7% | -49.3% | +55.0% | +12.5% |
| 1Y | +21.3% | -40.3% | +61.6% | +26.0% |
| 3Y | +159.4% | -23.8% | +183.2% | +150.0% |
| 5Y | +300.7% | -75.0% | +375.6% | +301.2% |
| All | +847.7% | -46.4% | +894.1% | +897.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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