+43.8%
QLD vs CCJ
+31.2%
+12.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +0.7% | -0.2% | +0.3% |
| 30D | -0.1% | +6.9% | -7.0% | -2.7% |
| 3M | -8.4% | -11.6% | +3.3% | -5.4% |
| 6M | +32.2% | -16.2% | +48.4% | +36.7% |
| YTD | +28.9% | +10.1% | +18.8% | +25.7% |
| 1Y | +43.8% | +32.3% | +11.6% | +37.4% |
| All | +43.8% | +31.2% | +12.6% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling