+5.6%
CDE vs QLD
+13.1%
-7.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +7.0% |
| 7D | +1.1% | -9.4% | +10.5% | +10.7% |
| 30D | -14.5% | -17.1% | +2.6% | +1.5% |
| 3M | -10.1% | -10.4% | +0.4% | -0.8% |
| 6M | -16.9% | +0.7% | -17.6% | -18.5% |
| YTD | -18.1% | +17.7% | -35.9% | -31.3% |
| 1Y | +5.6% | +14.7% | -9.1% | -9.7% |
| All | +5.6% | +13.1% | -7.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling