+159.4%
CCJ vs QSR
+25.8%
+133.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.0% | -4.0% | 0.0% | -3.4% |
| 30D | -2.4% | +2.8% | -5.1% | -2.8% |
| 3M | -2.3% | +5.1% | -7.4% | -3.2% |
| 6M | -16.2% | +8.8% | -25.0% | -18.2% |
| YTD | +5.7% | +14.8% | -9.2% | +1.4% |
| 1Y | +21.3% | +25.7% | -4.5% | +12.0% |
| 3Y | +159.4% | +27.5% | +131.9% | +113.4% |
| All | +159.4% | +25.8% | +133.6% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling