+230.9%
QCOM vs CCJ
+859.4%
-628.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.2% |
| 7D | +5.8% | +2.7% | +3.1% | +5.2% |
| 30D | -2.3% | -14.4% | +12.1% | +1.7% |
| 3M | +2.7% | -22.6% | +25.3% | +9.2% |
| 6M | -21.0% | -35.4% | +14.4% | -12.1% |
| YTD | +1.8% | -17.6% | +19.4% | +5.7% |
| 1Y | +2.4% | -18.1% | +20.6% | +6.2% |
| 3Y | +52.1% | +79.6% | -27.4% | +23.9% |
| 5Y | +14.6% | +175.3% | -160.6% | -18.7% |
| 10Y | +230.9% | +844.8% | -613.9% | +85.5% |
| All | +230.9% | +859.4% | -628.5% | +85.5% |
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