+121.0%
QLD vs CCJ
+369.1%
-248.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +0.7% | -0.2% | +0.2% |
| 30D | -0.1% | +6.9% | -7.0% | -3.2% |
| 3M | -8.4% | -11.6% | +3.3% | -3.7% |
| 6M | +32.2% | -16.2% | +48.4% | +40.4% |
| YTD | +28.9% | +10.1% | +18.8% | +20.8% |
| 1Y | +43.8% | +32.3% | +11.6% | +21.3% |
| 3Y | +176.6% | +171.3% | +5.3% | +57.9% |
| All | +121.0% | +369.1% | -248.1% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling