-71.2%
CBRS vs QLD
-19.9%
-51.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.5% | +7.2% | +7.1% |
| 7D | -17.9% | -10.3% | -7.6% | -8.4% |
| 30D | -48.8% | -26.1% | -22.7% | -30.0% |
| 3M | -57.6% | -17.8% | -39.8% | -47.8% |
| All | -71.2% | -19.9% | -51.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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 · Available span rolling