+14.1%
QLD vs CCJ
-22.9%
+36.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | +7.0% | -0.8% | +7.8% | +7.5% |
| 30D | -14.3% | -13.2% | -1.1% | -8.1% |
| 3M | -16.0% | -27.6% | +11.6% | -2.9% |
| 6M | -14.2% | -38.7% | +24.5% | +5.1% |
| YTD | +12.8% | -22.7% | +35.4% | +23.1% |
| 1Y | +14.1% | -17.6% | +31.6% | +20.4% |
| All | +14.1% | -22.9% | +36.9% | +20.4% |
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