+7,443.4%
QLD vs CCJ
+144.4%
+7,299.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.5% |
| 7D | -10.3% | -7.3% | -3.0% | -6.9% |
| 30D | -26.1% | -20.0% | -6.1% | -17.7% |
| 3M | -17.8% | -23.8% | +6.1% | -6.9% |
| 6M | -15.6% | -42.4% | +26.8% | +8.5% |
| YTD | +5.4% | -22.1% | +27.4% | +15.2% |
| 1Y | +5.2% | -20.8% | +26.1% | +13.9% |
| 3Y | +139.4% | +75.7% | +63.7% | +63.8% |
| 5Y | +66.7% | +167.4% | -100.7% | -11.9% |
| 10Y | +1,422.1% | +826.3% | +595.7% | +237.8% |
| All | +7,443.4% | +144.4% | +7,299.0% | +2,328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling