+91.8%
QLD vs CCJ
+182.9%
-91.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.7% | +3.7% |
| 7D | -1.2% | +3.7% | -4.9% | -2.5% |
| 30D | -15.7% | -13.7% | -2.0% | -9.7% |
| 3M | -10.0% | -24.7% | +14.7% | +1.9% |
| 6M | -11.2% | -38.1% | +26.9% | +9.4% |
| YTD | +16.4% | -18.8% | +35.1% | +24.4% |
| 1Y | +12.7% | -19.5% | +32.2% | +20.6% |
| 3Y | +152.3% | +75.9% | +76.4% | +69.4% |
| 5Y | +91.8% | +173.1% | -81.3% | -5.4% |
| All | +91.8% | +182.9% | -91.1% | -5.4% |
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 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