+552.9%
QQQ vs CCJ
+1,074.4%
-521.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.5% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | -1.4% | -1.3% | 0.0% | -1.3% |
| 3M | +2.3% | +2.5% | -0.2% | +1.5% |
| 6M | +16.9% | -18.9% | +35.8% | +20.5% |
| YTD | +15.6% | +6.5% | +9.2% | +12.7% |
| 1Y | +22.6% | +22.8% | -0.2% | +15.2% |
| 3Y | +93.5% | +164.5% | -70.9% | +52.7% |
| 5Y | +93.9% | +303.7% | -209.8% | +37.2% |
| All | +552.9% | +1,074.4% | -521.6% | +283.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling