+637.2%
CCJ vs QSR
+211.0%
+426.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.1% |
| 7D | +5.9% | +0.1% | +5.9% | +5.9% |
| 30D | +4.7% | +5.9% | -1.2% | +2.5% |
| 3M | -3.3% | +10.5% | -13.8% | -7.1% |
| 6M | -7.0% | +7.7% | -14.7% | -10.5% |
| YTD | +11.5% | +16.8% | -5.3% | +3.6% |
| 1Y | +32.3% | +30.9% | +1.4% | +17.1% |
| 3Y | +176.8% | +28.2% | +148.6% | +143.1% |
| 5Y | +351.8% | +45.0% | +306.8% | +275.7% |
| 10Y | +1,080.5% | +127.3% | +953.2% | +674.3% |
| All | +637.2% | +211.0% | +426.2% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling