+254.0%
QCOM vs CCJ
+1,044.2%
-790.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +7.7% | +6.9% | +0.8% | +5.8% |
| 3M | -30.1% | -11.6% | -18.4% | -28.0% |
| 6M | +22.8% | -16.2% | +39.1% | +27.3% |
| YTD | +0.2% | +10.1% | -9.9% | -3.2% |
| 1Y | +7.9% | +32.3% | -24.4% | -2.0% |
| 3Y | +55.8% | +171.3% | -115.5% | +15.0% |
| 5Y | +30.1% | +372.4% | -342.3% | -18.3% |
| All | +254.0% | +1,044.2% | -790.2% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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