+1,056.5%
CCJ vs QSR
+135.2%
+921.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -4.0% | -4.0% | 0.0% | -2.7% |
| 30D | -2.4% | +2.8% | -5.1% | -3.4% |
| 3M | -2.3% | +5.1% | -7.4% | -4.3% |
| 6M | -16.2% | +8.8% | -25.0% | -19.5% |
| YTD | +5.7% | +14.8% | -9.2% | -1.0% |
| 1Y | +21.3% | +25.7% | -4.5% | +9.2% |
| 3Y | +159.4% | +27.5% | +131.9% | +128.6% |
| 5Y | +300.7% | +41.3% | +259.4% | +236.2% |
| All | +1,056.5% | +135.2% | +921.3% | +672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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