+93.3%
QQQ vs CCJ
+172.7%
-79.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | +4.2% | -3.2% | +0.2% |
| 30D | -0.6% | +3.2% | -3.8% | -1.4% |
| 3M | +1.3% | -1.8% | +3.1% | +1.3% |
| 6M | +18.1% | -13.5% | +31.7% | +20.2% |
| YTD | +16.9% | +9.7% | +7.1% | +13.1% |
| 1Y | +24.0% | +30.0% | -6.0% | +14.8% |
| All | +93.3% | +172.7% | -79.3% | +52.5% |
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