+1,570.9%
QQQ vs CCJ
+4,124.1%
-2,553.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | +0.2% | +6.9% | -6.6% | -1.3% |
| 3M | -2.8% | -11.6% | +8.8% | -0.6% |
| 6M | +18.0% | -16.2% | +34.2% | +21.2% |
| YTD | +17.3% | +10.1% | +7.2% | +13.1% |
| 1Y | +25.6% | +32.3% | -6.7% | +15.0% |
| 3Y | +93.7% | +171.3% | -77.6% | +46.9% |
| 5Y | +94.2% | +372.4% | -278.2% | +25.4% |
| 10Y | +557.9% | +1,070.0% | -512.2% | +215.9% |
| All | +1,570.9% | +4,124.1% | -2,553.1% | +483.0% |
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