Price and cash returns contribution

QoQ cash returns and capital returns are compounded using the QoQ index total return as the reinvestment rate for the year. This method ensures that the compounded cash and capital components add up to the compounded total return for the year. The methodology is the same as used for the TICCS contribution of the returns.

$//<![CDATA[ \begin{array}{l}YoY cash yield = \sum_{i=1}^4 \left( CY_i * \Pi_{j=i+1}^4 \left( 1 + TR_j \right) \right)\end{array} //]]>$

$//<![CDATA[ \begin{array}{l}YoY capital return = \sum_{i=1}^4 \left( CR_i * \Pi_{j=i+1}^4 \left( 1 + TR_j \right) \right)\end{array} //]]>$

where, $//<![CDATA[ \begin{array}{l}CY_i\end{array} //]]>$ is the quarterly cash return

$//<![CDATA[ \begin{array}{l}CR_i\end{array} //]]>$is the quarterly capital return

$//<![CDATA[ \begin{array}{l}TR_j\end{array} //]]>$ is the quarterly total return