+1,502.1%
QLD vs CCJ
+765.4%
+736.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | +7.0% | -0.8% | +7.8% | +7.4% |
| 30D | -14.3% | -13.2% | -1.1% | -9.2% |
| 3M | -16.0% | -27.6% | +11.6% | -5.0% |
| 6M | -14.2% | -38.7% | +24.5% | +3.2% |
| YTD | +12.8% | -22.7% | +35.4% | +22.4% |
| 1Y | +14.1% | -17.6% | +31.6% | +20.6% |
| 3Y | +146.0% | +62.7% | +83.3% | +88.9% |
| 5Y | +82.0% | +159.7% | -77.7% | +12.6% |
| All | +1,502.1% | +765.4% | +736.8% | +498.6% |
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