+48.4%
QCOM vs CCJ
+67.4%
-19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.5% |
| 30D | -0.1% | -13.2% | +13.1% | +4.2% |
| 3M | +5.2% | -27.6% | +32.9% | +14.7% |
| 6M | -18.4% | -38.7% | +20.4% | -7.3% |
| YTD | +2.4% | -22.7% | +25.1% | +8.8% |
| 1Y | +0.9% | -17.6% | +18.5% | +5.5% |
| 3Y | +48.4% | +62.7% | -14.3% | +14.5% |
| All | +48.4% | +67.4% | -19.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling