+303.7%
CCJ vs QS
-75.8%
+379.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -3.2% | -5.0% | +1.8% | -2.3% |
| 30D | -1.3% | -18.3% | +17.0% | +2.3% |
| 3M | +2.5% | -26.0% | +28.5% | +7.5% |
| 6M | -18.9% | -24.0% | +5.2% | -15.3% |
| YTD | +6.5% | -50.3% | +56.8% | +18.8% |
| 1Y | +22.8% | -38.0% | +60.8% | +29.5% |
| 3Y | +164.5% | -24.6% | +189.1% | +139.9% |
| 5Y | +303.7% | -75.4% | +379.1% | +350.9% |
| All | +303.7% | -75.8% | +379.5% | +350.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling