+303.2%
CCJ vs QSR
+39.7%
+263.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -3.2% | -4.7% | +1.5% | -1.4% |
| 30D | -1.3% | +4.3% | -5.6% | -3.0% |
| 3M | +2.5% | +5.4% | -2.9% | 0.0% |
| 6M | -18.9% | +8.2% | -27.0% | -22.6% |
| YTD | +6.5% | +14.1% | -7.6% | -1.7% |
| 1Y | +22.8% | +28.1% | -5.3% | +5.7% |
| 3Y | +164.5% | +25.3% | +139.2% | +118.5% |
| All | +303.2% | +39.7% | +263.6% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling