+139.4%
QLD vs CCJ
+69.7%
+69.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.7% |
| 7D | -10.3% | -7.3% | -3.0% | -7.3% |
| 30D | -26.1% | -20.0% | -6.1% | -18.8% |
| 3M | -17.8% | -23.8% | +6.1% | -8.2% |
| 6M | -15.6% | -42.4% | +26.8% | +4.7% |
| YTD | +5.4% | -22.1% | +27.4% | +14.4% |
| 1Y | +5.2% | -20.8% | +26.1% | +13.2% |
| 3Y | +139.4% | +75.7% | +63.7% | +74.5% |
| All | +139.4% | +69.7% | +69.7% | +74.5% |
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