+142.5%
QLD vs CCJ
+72.4%
+70.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.2% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | -20.5% | -17.2% | -3.3% | -13.8% |
| 3M | -14.6% | -25.1% | +10.5% | -4.0% |
| 6M | -14.7% | -37.6% | +22.9% | +2.8% |
| YTD | +11.2% | -20.4% | +31.5% | +19.6% |
| 1Y | +7.1% | -22.5% | +29.6% | +16.2% |
| All | +142.5% | +72.4% | +70.1% | +71.1% |
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