-65.0%
CDE vs QLD
+7,369.0%
-7,434.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.4% |
| 7D | +18.1% | -10.3% | +28.4% | +24.4% |
| 30D | -6.2% | -26.1% | +19.8% | +9.8% |
| 3M | -1.2% | -17.8% | +16.6% | +9.3% |
| 6M | -17.4% | -15.6% | -1.8% | -9.5% |
| YTD | -13.1% | +5.4% | -18.5% | -14.8% |
| 1Y | +7.3% | +5.2% | +2.0% | +5.3% |
| 3Y | +522.0% | +139.4% | +382.5% | +286.6% |
| 5Y | +123.2% | +66.7% | +56.5% | +51.1% |
| 10Y | +37.9% | +1,422.1% | -1,384.2% | -77.7% |
| All | -65.0% | +7,369.0% | -7,434.0% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling